Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888652.0176 | 795513.5455 | 93138.4721 | 529964.2281 | 17078.1695 | 512886.0586 |
Total P&L (%) | 888.652 | 795.5135 | 93.1385 | 529.9642 | 17.0782 | 512.8861 |
Avg Daily Profit (%) | 0.4585 | 0.4105 | 0.0481 | 0.095 | 0.0081 | 0.0936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143233 | -136090 | -76558 | -769076 | -657536 | -313120 |
Profit Factor | 1.8114 | 2.2892 | 1.1948 | 1.1533 | 1.0083 | 1.3659 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 120 | 66 | 54 | 120 | 66 | 54 |
Profitability (%) | 49.7908 | 45 | 54.6218 | 49.7908 | 45 | 54.6218 |
Ratio Avg Win / Avg Loss | 1.8266 | 2.7979 | 0.9926 | 1.163 | 1.2324 | 1.1347 |
Largest Winning Trade | 503629 | 503629 | 43570 | 476015 | 476015 | 230669 |
Largest Losing Trade | -57092 | -38508 | -57092 | -310577 | -145185 | -310577 |
Avg Bars in Trades | 96 | 117 | 74 | 96 | 117 | 74 |
Avg Bars in Winners | 112 | 136 | 91 | 112 | 136 | 91 |
Avg Bars in Losers | 80 | 102 | 54 | 80 | 102 | 54 |
Bars Traded | 23016 | 14103 | 8913 | 23016 | 14103 | 8913 |
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 | 534702 | 432544 | -136308 | -116422 | -404360 | -66755 |
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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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