Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771164.6863 | 562993.6461 | 208171.0402 | 1045589.1451 | 307195.6828 | 738393.4624 |
Total P&L (%) | 771.1647 | 562.9936 | 208.171 | 1045.5891 | 307.1957 | 738.3935 |
Avg Daily Profit (%) | 0.52 | 0.3796 | 0.1404 | 0.1646 | 0.0947 | 0.1435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129869 | -152993 | -53489 | -963697 | -821007 | -404035 |
Profit Factor | 1.9131 | 2.093 | 1.6318 | 1.2391 | 1.1128 | 1.4479 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
Profitability (%) | 45.0867 | 39.0805 | 51.1628 | 45.0867 | 39.0805 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.33 | 3.2626 | 1.5576 | 1.5092 | 1.7346 | 1.3821 |
Largest Winning Trade | 388936 | 388936 | 64114 | 742571 | 742571 | 308597 |
Largest Losing Trade | -41230 | -33566 | -41230 | -327997 | -327997 | -262170 |
Avg Bars in Trades | 50 | 40 | 60 | 50 | 40 | 60 |
Avg Bars in Winners | 70 | 53 | 84 | 70 | 53 | 84 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 8698 | 3491 | 5207 | 8698 | 3491 | 5207 |
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 | 482426 | 323451 | -2727 | 271922 | -166425 | -265 |
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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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