Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510603.8286 | 301440.5771 | 209163.2516 | 2171465.8502 | 1721217.6536 | 450248.1966 |
Total P&L (%) | 510.6038 | 301.4406 | 209.1633 | 2171.4659 | 1721.2177 | 450.2482 |
Avg Daily Profit (%) | 0.3043 | 0.1796 | 0.1246 | 0.1863 | 0.1731 | 0.1017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67644 | -60346 | -51002 | -2296393 | -678983 | -1677037 |
Profit Factor | 1.8482 | 2.0879 | 1.6437 | 1.3424 | 1.6101 | 1.1279 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 44.0994 | 42.5 | 45.679 | 44.0994 | 42.5 | 45.679 |
Ratio Avg Win / Avg Loss | 2.3428 | 2.8249 | 1.9547 | 1.7017 | 2.1784 | 1.3413 |
Largest Winning Trade | 97928 | 97928 | 57700 | 924757 | 924757 | 604275 |
Largest Losing Trade | -26578 | -17503 | -26578 | -618166 | -295389 | -618166 |
Avg Bars in Trades | 122 | 112 | 132 | 122 | 112 | 132 |
Avg Bars in Winners | 176 | 160 | 191 | 176 | 160 | 191 |
Avg Bars in Losers | 79 | 76 | 82 | 79 | 76 | 82 |
Bars Traded | 19709 | 8994 | 10715 | 19709 | 8994 | 10715 |
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 | 395462 | -10957 | -37140 | 285245 | -11519 | -150733 |
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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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