Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933137.6421 | 748187.2882 | 184950.3539 | 1437538.0442 | 1526938.727 | -89400.6828 |
Total P&L (%) | 933.1376 | 748.1873 | 184.9504 | 1437.538 | 1526.9387 | -89.4007 |
Avg Daily Profit (%) | 0.4971 | 0.3986 | 0.0985 | 0.1457 | 0.1487 | -0.1195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275468 | -97487 | -188425 | -2699950 | -1026124 | -1763375 |
Profit Factor | 1.9699 | 2.3679 | 1.4456 | 1.2579 | 1.557 | 0.9684 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.9699 | 2.9598 | 1.1564 | 1.2579 | 1.9462 | 0.7748 |
Largest Winning Trade | 375936 | 375936 | 48349 | 1033936 | 1033936 | 351050 |
Largest Losing Trade | -60388 | -27223 | -60388 | -1238403 | -321637 | -1238403 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 3672 | 1952 | 1719 | 3672 | 1952 | 1719 |
Profit Streak | 0 | 0 | 131.4886 | 0 | 0 | 131.4886 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556060 | 14564 | -69995 | 101789 | -5179 | -590321 |
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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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