Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598294.3079 | 483088.6915 | 115205.6164 | 580175.5588 | 252984.448 | 327191.1108 |
Total P&L (%) | 598.2943 | 483.0887 | 115.2056 | 580.1756 | 252.9844 | 327.1911 |
Avg Daily Profit (%) | 0.2482 | 0.2004 | 0.0478 | 0.0796 | 0.0523 | 0.0603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111943 | -71266 | -120780 | -1663422 | -1502910 | -824278 |
Profit Factor | 1.6764 | 1.9953 | 1.2887 | 1.0702 | 1.055 | 1.0894 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 44.0252 | 43.75 | 44.3038 | 44.0252 | 43.75 | 44.3038 |
Ratio Avg Win / Avg Loss | 2.1315 | 2.5654 | 1.62 | 1.3607 | 1.3564 | 1.3695 |
Largest Winning Trade | 170174 | 170174 | 59103 | 668542 | 625963 | 668542 |
Largest Losing Trade | -60733 | -44116 | -60733 | -421500 | -371580 | -421500 |
Avg Bars in Trades | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Winners | 65 | 48 | 82 | 65 | 48 | 82 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 6939 | 2919 | 4020 | 6939 | 2919 | 4020 |
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 | 364856 | -10473 | -157133 | -231074 | -304951 | -263861 |
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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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