Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677006.0981 | 549118.2703 | 127887.8278 | 479299.7941 | 299153.4851 | 180146.309 |
Total P&L (%) | 677.0061 | 549.1183 | 127.8878 | 479.2998 | 299.1535 | 180.1463 |
Avg Daily Profit (%) | 0.4225 | 0.3427 | 0.0798 | 0.1097 | 0.0864 | 0.0643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120134 | -117818 | -117517 | -1360660 | -1472821 | -497212 |
Profit Factor | 1.8716 | 2.3988 | 1.3329 | 1.1004 | 1.1095 | 1.0882 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 52.2989 | 47.1264 | 57.4713 | 52.2989 | 47.1264 | 57.4713 |
Ratio Avg Win / Avg Loss | 1.707 | 2.6914 | 0.9863 | 1.0037 | 1.2448 | 0.8053 |
Largest Winning Trade | 331469 | 331469 | 53539 | 1221928 | 1221928 | 386731 |
Largest Losing Trade | -55895 | -27431 | -55895 | -465155 | -465155 | -258512 |
Avg Bars in Trades | 35 | 30 | 40 | 35 | 30 | 40 |
Avg Bars in Winners | 44 | 38 | 50 | 44 | 38 | 50 |
Avg Bars in Losers | 25 | 24 | 27 | 25 | 24 | 27 |
Bars Traded | 6215 | 2677 | 3538 | 6215 | 2677 | 3538 |
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 | 529233 | 445966 | -87134 | -155456 | -179087 | -231608 |
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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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