Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057478.8895 | 939545.7355 | 117933.154 | 626626.5651 | 411498.8959 | 215127.6692 |
Total P&L (%) | 1057.4789 | 939.5457 | 117.9332 | 626.6266 | 411.4989 | 215.1277 |
Avg Daily Profit (%) | 0.5689 | 0.5055 | 0.0634 | 0.1068 | 0.0878 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115032 | -83174 | -102274 | -553363 | -443871 | -554597 |
Profit Factor | 2.6453 | 4.4293 | 1.3198 | 1.1817 | 1.287 | 1.1068 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 50.9554 | 53.1646 | 48.7179 | 50.9554 | 53.1646 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.5461 | 3.902 | 1.3893 | 1.1374 | 1.1338 | 1.165 |
Largest Winning Trade | 895318 | 895318 | 62792 | 593678 | 593678 | 299329 |
Largest Losing Trade | -49638 | -49525 | -49638 | -412502 | -260553 | -412502 |
Avg Bars in Trades | 69 | 61 | 77 | 69 | 61 | 77 |
Avg Bars in Winners | 88 | 82 | 94 | 88 | 82 | 94 |
Avg Bars in Losers | 50 | 38 | 61 | 50 | 38 | 61 |
Bars Traded | 10898 | 4854 | 6044 | 10898 | 4854 | 6044 |
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 | 618576 | -8523 | -142964 | -69751 | -102223 | -248473 |
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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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