Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574928.6155 | 503320.8591 | 71607.7565 | 593943.9315 | 385312.4625 | 208631.469 |
Total P&L (%) | 574.9286 | 503.3209 | 71.6078 | 593.9439 | 385.3125 | 208.6315 |
Avg Daily Profit (%) | 0.3112 | 0.2724 | 0.0388 | 0.1049 | 0.0855 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119164 | -94437 | -129735 | -1626685 | -1496082 | -1033470 |
Profit Factor | 1.6683 | 2.2999 | 1.1514 | 1.0628 | 1.0863 | 1.0418 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Profitability (%) | 38.9189 | 36.5591 | 41.3043 | 38.9189 | 36.5591 | 41.3043 |
Ratio Avg Win / Avg Loss | 2.6183 | 3.991 | 1.6361 | 1.668 | 1.8851 | 1.4804 |
Largest Winning Trade | 276764 | 276764 | 43392 | 681288 | 681288 | 406916 |
Largest Losing Trade | -23863 | -19792 | -23863 | -307336 | -292739 | -307336 |
Avg Bars in Trades | 58 | 53 | 64 | 58 | 53 | 64 |
Avg Bars in Winners | 100 | 88 | 110 | 100 | 88 | 110 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 10898 | 4952 | 5946 | 10898 | 4952 | 5946 |
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 | 317065 | 270099 | -197751 | -206201 | -208766 | -289723 |
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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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