Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485805.9085 | 403909.8821 | 81896.0264 | 362773.1538 | 281005.2053 | 81767.9485 |
Total P&L (%) | 485.8059 | 403.9099 | 81.896 | 362.7732 | 281.0052 | 81.7679 |
Avg Daily Profit (%) | 0.2744 | 0.2282 | 0.0463 | 0.0866 | 0.0756 | 0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113959 | -52685 | -113635 | -498388 | -415728 | -283208 |
Profit Factor | 1.6018 | 2.0202 | 1.1991 | 1.1205 | 1.1865 | 1.0544 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 41.0811 | 35.4839 | 46.7391 | 41.0811 | 35.4839 | 46.7391 |
Ratio Avg Win / Avg Loss | 2.2973 | 3.6731 | 1.3664 | 1.607 | 2.1572 | 1.2015 |
Largest Winning Trade | 174326 | 174326 | 72614 | 397307 | 397307 | 182343 |
Largest Losing Trade | -33366 | -21344 | -33366 | -153246 | -123905 | -153246 |
Avg Bars in Trades | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Winners | 90 | 107 | 77 | 90 | 107 | 77 |
Avg Bars in Losers | 32 | 31 | 35 | 32 | 31 | 35 |
Bars Traded | 10440 | 5405 | 5035 | 10440 | 5405 | 5035 |
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 | 316410 | 206997 | -134227 | -166734 | -112283 | -310075 |
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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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