Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638867.5263 | 522906.9958 | 115960.5305 | 758358.4415 | 352434.3753 | 405924.0662 |
Total P&L (%) | 638.8675 | 522.907 | 115.9605 | 758.3584 | 352.4344 | 405.9241 |
Avg Daily Profit (%) | 0.2554 | 0.209 | 0.0464 | 0.086 | 0.0604 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93120 | -108794 | -55996 | -451357 | -477808 | -393263 |
Profit Factor | 1.9797 | 2.6357 | 1.3488 | 1.2387 | 1.2096 | 1.2715 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 51.7442 | 50 | 53.4884 | 51.7442 | 50 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.8462 | 2.6357 | 1.1729 | 1.1552 | 1.2096 | 1.1056 |
Largest Winning Trade | 411941 | 411941 | 59963 | 643797 | 643797 | 265168 |
Largest Losing Trade | -41024 | -32683 | -41024 | -204241 | -171157 | -204241 |
Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Winners | 54 | 48 | 60 | 54 | 48 | 60 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 7274 | 3212 | 4063 | 7274 | 3212 | 4063 |
Profit Streak | 0 | 0 | 14.3998 | 0 | 0 | 14.3998 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482368 | 461441 | -129899 | -76921 | -113123 | -105741 |
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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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