Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603838.5587 | 435536.4325 | 168302.1262 | 3758603.2533 | 1975825.8916 | 1782777.3617 |
Total P&L (%) | 603.8386 | 435.5364 | 168.3021 | 3758.6033 | 1975.8259 | 1782.7774 |
Avg Daily Profit (%) | 0.2415 | 0.1742 | 0.0673 | 0.1462 | 0.1214 | 0.1175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65202 | -117930 | -93012 | -1787065 | -1920418 | -958090 |
Profit Factor | 1.8133 | 2.2925 | 1.4151 | 1.3063 | 1.3335 | 1.2809 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 44.7853 | 42.6829 | 46.9136 | 44.7853 | 42.6829 | 46.9136 |
Ratio Avg Win / Avg Loss | 2.2356 | 3.0785 | 1.6013 | 1.6105 | 1.7907 | 1.4494 |
Largest Winning Trade | 74599 | 74599 | 48497 | 1150634 | 1150634 | 924570 |
Largest Losing Trade | -28632 | -18854 | -28632 | -664970 | -479340 | -664970 |
Avg Bars in Trades | 30 | 28 | 31 | 30 | 28 | 31 |
Avg Bars in Winners | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 4936 | 2358 | 2578 | 4936 | 2358 | 2578 |
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 | 383714 | 170621 | -114305 | 94765 | -36161 | -48938 |
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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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