Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714953.1484 | 570793.2345 | 144159.9139 | 906616.2615 | 112378.6576 | 794237.6039 |
Total P&L (%) | 714.9531 | 570.7932 | 144.1599 | 906.6163 | 112.3787 | 794.2376 |
Avg Daily Profit (%) | 0.3686 | 0.2943 | 0.0743 | 0.1191 | 0.0388 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102590 | -85043 | -99640 | -785574 | -615938 | -415794 |
Profit Factor | 1.941 | 2.5351 | 1.3716 | 1.2536 | 1.0559 | 1.5074 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 53.1429 | 51.1364 | 55.1724 | 53.1429 | 51.1364 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.7114 | 2.4225 | 1.1144 | 1.1053 | 1.009 | 1.2247 |
Largest Winning Trade | 346030 | 346030 | 60172 | 335843 | 335267 | 335843 |
Largest Losing Trade | -79895 | -36011 | -79895 | -362188 | -362188 | -237771 |
Avg Bars in Trades | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Winners | 45 | 32 | 56 | 45 | 32 | 56 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 5637 | 2306 | 3330 | 5637 | 2306 | 3330 |
Profit Streak | 0 | 0 | 32.8675 | 0 | 0 | 32.8675 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521609 | 496174 | -92298 | -32437 | -299949 | -39467 |
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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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