Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538552.4017 | 444621.4091 | 93930.9926 | 517438.5744 | 286569.8091 | 230868.7654 |
Total P&L (%) | 538.5524 | 444.6214 | 93.931 | 517.4386 | 286.5698 | 230.8688 |
Avg Daily Profit (%) | 0.3042 | 0.2512 | 0.0531 | 0.1029 | 0.0764 | 0.0676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93409 | -70867 | -75754 | -848949 | -569448 | -504584 |
Profit Factor | 1.6441 | 2.1366 | 1.2111 | 1.2001 | 1.2277 | 1.174 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 56.2874 | 54.7619 | 57.8313 | 56.2874 | 54.7619 | 57.8313 |
Ratio Avg Win / Avg Loss | 1.2768 | 1.765 | 0.8831 | 0.932 | 1.0142 | 0.856 |
Largest Winning Trade | 99152 | 99152 | 79295 | 450925 | 450925 | 395722 |
Largest Losing Trade | -69342 | -37860 | -69342 | -312791 | -246440 | -312791 |
Avg Bars in Trades | 62 | 53 | 72 | 62 | 53 | 72 |
Avg Bars in Winners | 68 | 46 | 88 | 68 | 46 | 88 |
Avg Bars in Losers | 55 | 61 | 49 | 55 | 61 | 49 |
Bars Traded | 10471 | 4493 | 5978 | 10471 | 4493 | 5978 |
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 | 454338 | 446760 | -123505 | -55716 | -91000 | -132792 |
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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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