Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850897.7162 | 683793.6347 | 167104.0815 | 554962.6337 | -42893.0709 | 597855.7047 |
Total P&L (%) | 850.8977 | 683.7936 | 167.1041 | 554.9626 | -42.8931 | 597.8557 |
Avg Daily Profit (%) | 0.5779 | 0.4644 | 0.1135 | 0.1277 | -0.038 | 0.132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110534 | -156207 | -79276 | -768066 | -889520 | -402086 |
Profit Factor | 1.6665 | 1.993 | 1.2842 | 1.0774 | 0.9892 | 1.1874 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 112 | 43 | 69 | 112 | 43 | 69 |
Losing Trades | 248 | 137 | 111 | 248 | 137 | 111 |
Profitability (%) | 31.1111 | 23.8889 | 38.3333 | 31.1111 | 23.8889 | 38.3333 |
Ratio Avg Win / Avg Loss | 3.6902 | 6.3497 | 2.0659 | 2.3856 | 3.1517 | 1.9101 |
Largest Winning Trade | 581008 | 581008 | 34866 | 562990 | 562990 | 234615 |
Largest Losing Trade | -26846 | -20974 | -26846 | -208953 | -208953 | -175575 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 32 | 36 | 29 | 32 | 36 | 29 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 5848 | 2771 | 3077 | 5848 | 2771 | 3077 |
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 | 332577 | -19963 | -44269 | -161592 | -612047 | -33548 |
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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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