Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553652.6563 | 520449.7547 | 33202.9015 | 90686.4518 | 41351.7301 | 49334.7217 |
Total P&L (%) | 553.6527 | 520.4498 | 33.2029 | 90.6865 | 41.3517 | 49.3347 |
Avg Daily Profit (%) | 0.2355 | 0.2214 | 0.0141 | 0.0275 | 0.0147 | 0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136336 | -63746 | -157624 | -291035 | -245689 | -178736 |
Profit Factor | 1.6633 | 2.2362 | 1.0803 | 1.0502 | 1.0431 | 1.0582 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 47.7987 | 44.3038 | 51.25 | 47.7987 | 44.3038 | 51.25 |
Ratio Avg Win / Avg Loss | 1.8165 | 2.8112 | 1.0276 | 1.1469 | 1.3113 | 1.0066 |
Largest Winning Trade | 308399 | 308399 | 50490 | 134328 | 134328 | 65773 |
Largest Losing Trade | -62250 | -50180 | -62250 | -131947 | -131947 | -71302 |
Avg Bars in Trades | 28 | 41 | 16 | 28 | 41 | 16 |
Avg Bars in Winners | 39 | 62 | 19 | 39 | 62 | 19 |
Avg Bars in Losers | 18 | 24 | 12 | 18 | 24 | 12 |
Bars Traded | 4547 | 3249 | 1298 | 4547 | 3249 | 1298 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422888 | -16696 | -328045 | -321244 | -377574 | -346925 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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