Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523990.7873 | 395374.2518 | 128616.5355 | 982749.3873 | 168358.73 | 814390.6572 |
Total P&L (%) | 523.9908 | 395.3743 | 128.6165 | 982.7494 | 168.3587 | 814.3907 |
Avg Daily Profit (%) | 0.4298 | 0.3243 | 0.1055 | 0.1956 | 0.081 | 0.1817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107676 | -109792 | -55611 | -2295995 | -2005370 | -1286909 |
Profit Factor | 1.8725 | 2.0774 | 1.5506 | 1.1172 | 1.0335 | 1.243 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 96 | 43 | 53 | 96 | 43 | 53 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 51.3369 | 46.2366 | 56.383 | 51.3369 | 46.2366 | 56.383 |
Ratio Avg Win / Avg Loss | 1.775 | 2.4156 | 1.1995 | 1.0591 | 1.2017 | 0.9616 |
Largest Winning Trade | 227501 | 227501 | 38734 | 992133 | 992133 | 490399 |
Largest Losing Trade | -25563 | -25563 | -24499 | -453054 | -453054 | -363246 |
Avg Bars in Trades | 77 | 124 | 30 | 77 | 124 | 30 |
Avg Bars in Winners | 93 | 168 | 32 | 93 | 168 | 32 |
Avg Bars in Losers | 61 | 87 | 28 | 61 | 87 | 28 |
Bars Traded | 14513 | 11601 | 2912 | 14513 | 11601 | 2912 |
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 | 529498 | 391085 | -50016 | -82410 | -270295 | 233068 |
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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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