Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664290.8515 | 535838.9234 | 128451.9281 | 486381.8514 | 152256.321 | 334125.5304 |
Total P&L (%) | 664.2909 | 535.8389 | 128.4519 | 486.3819 | 152.2563 | 334.1255 |
Avg Daily Profit (%) | 0.2826 | 0.2279 | 0.0546 | 0.0753 | 0.0394 | 0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118037 | -109768 | -196181 | -629039 | -769643 | -597281 |
Profit Factor | 1.609 | 1.9422 | 1.2461 | 1.1246 | 1.071 | 1.1899 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 41.7582 | 37.3626 | 46.1538 | 41.7582 | 37.3626 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.2442 | 3.256 | 1.4538 | 1.5685 | 1.7955 | 1.3883 |
Largest Winning Trade | 202392 | 202392 | 53041 | 497504 | 497504 | 283677 |
Largest Losing Trade | -57109 | -35942 | -57109 | -352084 | -186215 | -352084 |
Avg Bars in Trades | 75 | 82 | 68 | 75 | 82 | 68 |
Avg Bars in Winners | 109 | 118 | 101 | 109 | 118 | 101 |
Avg Bars in Losers | 52 | 61 | 41 | 52 | 61 | 41 |
Bars Traded | 13807 | 7530 | 6276 | 13807 | 7530 | 6276 |
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 | 343340 | 242622 | -122004 | -177076 | -286882 | -122903 |
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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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