Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823951.4146 | 598974.4811 | 224976.9334 | 1031181.4319 | -66843.4919 | 1098024.9237 |
Total P&L (%) | 823.9514 | 598.9745 | 224.9769 | 1031.1814 | -66.8435 | 1098.0249 |
Avg Daily Profit (%) | 0.5596 | 0.4068 | 0.1528 | 0.1649 | -0.0749 | 0.1688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138837 | -133771 | -70913 | -1795141 | -1708742 | -1359411 |
Profit Factor | 1.6869 | 1.8642 | 1.4443 | 1.067 | 0.9922 | 1.1617 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 192 | 86 | 106 | 192 | 86 | 106 |
Losing Trades | 126 | 73 | 53 | 126 | 73 | 53 |
Profitability (%) | 60.3774 | 54.0881 | 66.6667 | 60.3774 | 54.0881 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.107 | 1.5824 | 0.7221 | 0.7002 | 0.8422 | 0.5809 |
Largest Winning Trade | 504503 | 504503 | 26650 | 700287 | 700287 | 520056 |
Largest Losing Trade | -46225 | -28068 | -46225 | -801841 | -539078 | -801841 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 8760 | 4356 | 4404 | 8760 | 4356 | 4404 |
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 | 593343 | 519422 | 332360 | -137463 | -579692 | -33813 |
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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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