Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719417.0155 | 538562.1031 | 180854.9124 | 1291731.3432 | 472037.0891 | 819694.2541 |
Total P&L (%) | 719.417 | 538.5621 | 180.8549 | 1291.7313 | 472.0371 | 819.6943 |
Avg Daily Profit (%) | 0.4131 | 0.3093 | 0.1039 | 0.1513 | 0.1002 | 0.1275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67085 | -117901 | -42787 | -917973 | -654998 | -671155 |
Profit Factor | 1.9792 | 2.3553 | 1.5362 | 1.2489 | 1.1841 | 1.3123 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 107 | 59 | 48 | 107 | 59 | 48 |
Profitability (%) | 41.2088 | 35.1648 | 47.2527 | 41.2088 | 35.1648 | 47.2527 |
Ratio Avg Win / Avg Loss | 2.8237 | 4.3426 | 1.7148 | 1.7818 | 2.1832 | 1.4649 |
Largest Winning Trade | 351836 | 351836 | 54691 | 595736 | 595736 | 509512 |
Largest Losing Trade | -29715 | -21261 | -29715 | -671155 | -224414 | -671155 |
Avg Bars in Trades | 113 | 98 | 129 | 113 | 98 | 129 |
Avg Bars in Winners | 185 | 167 | 198 | 185 | 167 | 198 |
Avg Bars in Losers | 63 | 60 | 66 | 63 | 60 | 66 |
Bars Traded | 20671 | 8931 | 11740 | 20671 | 8931 | 11740 |
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 | 401541 | 265586 | -53067 | 217402 | -82203 | -23603 |
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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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