Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617956.0311 | 538243.9181 | 79712.113 | 381074.6655 | 330327.1565 | 50747.509 |
Total P&L (%) | 617.956 | 538.2439 | 79.7121 | 381.0747 | 330.3272 | 50.7475 |
Avg Daily Profit (%) | 0.3125 | 0.2722 | 0.0403 | 0.0795 | 0.0738 | 0.0208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84181 | -103193 | -146122 | -859720 | -854214 | -1080946 |
Profit Factor | 1.6267 | 1.9799 | 1.1825 | 1.0796 | 1.1276 | 1.0231 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 54.9708 | 51.1628 | 58.8235 | 54.9708 | 51.1628 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.3325 | 1.8899 | 0.8277 | 0.8843 | 1.0763 | 0.7162 |
Largest Winning Trade | 207104 | 207104 | 78555 | 486081 | 438446 | 486081 |
Largest Losing Trade | -53139 | -42432 | -53139 | -655650 | -354593 | -655650 |
Avg Bars in Trades | 21 | 25 | 18 | 21 | 25 | 18 |
Avg Bars in Winners | 21 | 24 | 19 | 21 | 24 | 19 |
Avg Bars in Losers | 21 | 26 | 16 | 21 | 26 | 16 |
Bars Traded | 3713 | 2179 | 1534 | 3713 | 2179 | 1534 |
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 | 460285 | 450736 | -159430 | -219671 | -174435 | -362127 |
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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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