Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628414.1737 | 500383.7839 | 128030.3898 | 643626.8618 | -511702.5432 | 1155329.405 |
Total P&L (%) | 628.4142 | 500.3838 | 128.0304 | 643.6269 | -511.7025 | 1155.3294 |
Avg Daily Profit (%) | 0.2673 | 0.2129 | 0.0545 | 0.0854 | 0 | 0.1077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138327 | -76504 | -191680 | -1440965 | -1156485 | -562504 |
Profit Factor | 1.7228 | 2.1086 | 1.3062 | 1.1864 | 0.7588 | 1.868 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
Losing Trades | 100 | 57 | 43 | 100 | 57 | 43 |
Profitability (%) | 40.8284 | 32.9412 | 48.8095 | 40.8284 | 32.9412 | 48.8095 |
Ratio Avg Win / Avg Loss | 2.4968 | 4.2924 | 1.37 | 1.7195 | 1.5447 | 1.9591 |
Largest Winning Trade | 220471 | 220471 | 62497 | 668258 | 564131 | 668258 |
Largest Losing Trade | -55483 | -21140 | -55483 | -337424 | -337424 | -312804 |
Avg Bars in Trades | 82 | 77 | 87 | 82 | 77 | 87 |
Avg Bars in Winners | 133 | 115 | 144 | 133 | 115 | 144 |
Avg Bars in Losers | 47 | 58 | 32 | 47 | 58 | 32 |
Bars Traded | 13911 | 6559 | 7352 | 13911 | 6559 | 7352 |
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 | 331086 | 187078 | -120860 | -95572 | -584960 | -46064 |
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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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