Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625347.7236 | 443722.7023 | 181625.0213 | 2245422.7619 | 730312.5659 | 1515110.196 |
Total P&L (%) | 625.3477 | 443.7227 | 181.625 | 2245.4228 | 730.3126 | 1515.1102 |
Avg Daily Profit (%) | 0.3287 | 0.2332 | 0.0955 | 0.166 | 0.1113 | 0.1463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84654 | -93711 | -74375 | -1567440 | -1461865 | -913135 |
Profit Factor | 1.9559 | 2.2999 | 1.5806 | 1.3449 | 1.2262 | 1.4616 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 35.8491 | 35 | 36.7089 | 35.8491 | 35 | 36.7089 |
Ratio Avg Win / Avg Loss | 3.5001 | 4.2713 | 2.7251 | 2.4066 | 2.2772 | 2.52 |
Largest Winning Trade | 176913 | 176913 | 58464 | 960536 | 826344 | 960536 |
Largest Losing Trade | -26973 | -20454 | -26973 | -572778 | -222600 | -572778 |
Avg Bars in Trades | 23 | 19 | 27 | 23 | 19 | 27 |
Avg Bars in Winners | 50 | 37 | 62 | 50 | 37 | 62 |
Avg Bars in Losers | 7 | 9 | 6 | 7 | 9 | 6 |
Bars Traded | 3687 | 1520 | 2167 | 3687 | 1520 | 2167 |
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 | 304581 | -12729 | -94456 | 173656 | -68236 | -26942 |
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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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