Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605639.8031 | 477695.7614 | 127944.0416 | 628953.2282 | 359527.2099 | 269426.0182 |
Total P&L (%) | 605.6398 | 477.6958 | 127.944 | 628.9532 | 359.5272 | 269.426 |
Avg Daily Profit (%) | 0.3421 | 0.2698 | 0.0723 | 0.1123 | 0.0862 | 0.0738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127194 | -43320 | -103104 | -278795 | -260302 | -215708 |
Profit Factor | 2.1805 | 2.9584 | 1.4754 | 1.4488 | 1.512 | 1.3853 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 44.3038 | 43.5897 | 45 | 44.3038 | 43.5897 | 45 |
Ratio Avg Win / Avg Loss | 2.7412 | 3.8285 | 1.8033 | 1.8213 | 1.9567 | 1.6931 |
Largest Winning Trade | 181706 | 181706 | 70403 | 296289 | 296289 | 237116 |
Largest Losing Trade | -82557 | -25481 | -82557 | -181878 | -110647 | -181878 |
Avg Bars in Trades | 87 | 79 | 94 | 87 | 79 | 94 |
Avg Bars in Winners | 135 | 127 | 143 | 135 | 127 | 143 |
Avg Bars in Losers | 48 | 42 | 54 | 48 | 42 | 54 |
Bars Traded | 6882 | 3113 | 3769 | 6882 | 3113 | 3769 |
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 | -20092 | 410228 | -96103 | -74099 | -77890 | -94558 |
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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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