Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683231.2718 | 533563.9713 | 149667.3005 | 709943.7532 | 32908.9223 | 677034.8309 |
Total P&L (%) | 683.2313 | 533.564 | 149.6673 | 709.9438 | 32.9089 | 677.0348 |
Avg Daily Profit (%) | 0.2901 | 0.2266 | 0.0636 | 0.0889 | 0.0121 | 0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124817 | -71468 | -170981 | -391774 | -409940 | -311778 |
Profit Factor | 1.7095 | 2.1355 | 1.3035 | 1.2657 | 1.0227 | 1.555 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 104 | 57 | 47 | 104 | 57 | 47 |
Profitability (%) | 40.9091 | 35.2273 | 46.5909 | 40.9091 | 35.2273 | 46.5909 |
Ratio Avg Win / Avg Loss | 2.4692 | 3.9265 | 1.4943 | 1.8283 | 1.8804 | 1.7826 |
Largest Winning Trade | 245716 | 245716 | 56199 | 288019 | 288019 | 246073 |
Largest Losing Trade | -75523 | -21204 | -75523 | -198456 | -111277 | -198456 |
Avg Bars in Trades | 79 | 72 | 86 | 79 | 72 | 86 |
Avg Bars in Winners | 131 | 131 | 131 | 131 | 131 | 131 |
Avg Bars in Losers | 43 | 40 | 47 | 43 | 40 | 47 |
Bars Traded | 13995 | 6365 | 7631 | 13995 | 6365 | 7631 |
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 | 339623 | 225453 | -109608 | -75533 | -380099 | -75147 |
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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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