Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442771.4602 | 352598.1117 | 90173.3485 | 554628.8208 | 85171.6391 | 469457.1817 |
Total P&L (%) | 442.7715 | 352.5981 | 90.1733 | 554.6288 | 85.1716 | 469.4572 |
Avg Daily Profit (%) | 0.2378 | 0.1893 | 0.0484 | 0.1009 | 0.0331 | 0.0935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101260 | -84047 | -113784 | -716652 | -475328 | -381799 |
Profit Factor | 1.5889 | 1.975 | 1.2311 | 1.1712 | 1.0527 | 1.2892 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 47.5904 | 43.3735 | 51.8072 | 47.5904 | 43.3735 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.7499 | 2.5784 | 1.1452 | 1.2898 | 1.3744 | 1.1993 |
Largest Winning Trade | 121977 | 121977 | 52155 | 445357 | 445357 | 286904 |
Largest Losing Trade | -43124 | -22691 | -43124 | -342667 | -148357 | -342667 |
Avg Bars in Trades | 133 | 116 | 149 | 133 | 116 | 149 |
Avg Bars in Winners | 167 | 131 | 197 | 167 | 131 | 197 |
Avg Bars in Losers | 101 | 104 | 98 | 101 | 104 | 98 |
Bars Traded | 22082 | 9645 | 12437 | 22082 | 9645 | 12437 |
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 | 390136 | 301426 | -128678 | -90045 | -314143 | -68282 |
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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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