Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571932.1722 | 517823.1884 | 54108.9838 | 700463.0575 | 294505.5642 | 405957.4933 |
Total P&L (%) | 571.9322 | 517.8232 | 54.109 | 700.4631 | 294.5056 | 405.9575 |
Avg Daily Profit (%) | 0.2893 | 0.262 | 0.0274 | 0.1053 | 0.0695 | 0.0821 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141598 | -59623 | -215788 | -1401876 | -1079948 | -1097436 |
Profit Factor | 1.6308 | 2.2157 | 1.1126 | 1.1286 | 1.1044 | 1.1547 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Losing Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Profitability (%) | 51.1111 | 52.2222 | 50 | 51.1111 | 52.2222 | 50 |
Ratio Avg Win / Avg Loss | 1.5599 | 2.0271 | 1.1126 | 1.0795 | 1.0104 | 1.1547 |
Largest Winning Trade | 105592 | 105592 | 79869 | 749415 | 406978 | 749415 |
Largest Losing Trade | -35403 | -35403 | -32397 | -448946 | -448946 | -431237 |
Avg Bars in Trades | 41 | 30 | 51 | 41 | 30 | 51 |
Avg Bars in Winners | 53 | 38 | 69 | 53 | 38 | 69 |
Avg Bars in Losers | 28 | 22 | 33 | 28 | 22 | 33 |
Bars Traded | 7384 | 2772 | 4612 | 7384 | 2772 | 4612 |
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 | 467128 | 459294 | -254381 | -129980 | -205953 | -134085 |
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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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