Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438806.9792 | 209443.4394 | 229363.5398 | 2038957.3224 | 403319.9135 | 1635637.409 |
Total P&L (%) | 438.807 | 209.4434 | 229.3635 | 2038.9573 | 403.3199 | 1635.6374 |
Avg Daily Profit (%) | 0.3948 | 0.1885 | 0.2064 | 0.276 | 0.1455 | 0.2571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83492 | -46956 | -49275 | -3028515 | -1717912 | -1322061 |
Profit Factor | 1.8868 | 1.7443 | 2.0746 | 1.3003 | 1.1013 | 1.5823 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 54.023 | 51.7241 | 56.3218 | 54.023 | 51.7241 | 56.3218 |
Ratio Avg Win / Avg Loss | 1.6058 | 1.628 | 1.6089 | 1.1066 | 1.0279 | 1.2271 |
Largest Winning Trade | 105420 | 105420 | 37824 | 534973 | 485542 | 534973 |
Largest Losing Trade | -29181 | -29181 | -23205 | -748273 | -748273 | -442159 |
Avg Bars in Trades | 74 | 71 | 77 | 74 | 71 | 77 |
Avg Bars in Winners | 78 | 62 | 93 | 78 | 62 | 93 |
Avg Bars in Losers | 69 | 80 | 57 | 69 | 80 | 57 |
Bars Traded | 12978 | 6209 | 6768 | 12978 | 6209 | 6768 |
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 | 514838 | 386324 | 436243 | 367404 | -107970 | 390002 |
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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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