Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565817.6155 | 407400.3191 | 158417.2965 | 672769.3322 | 387916.7352 | 284852.5971 |
Total P&L (%) | 565.8176 | 407.4003 | 158.4173 | 672.7693 | 387.9167 | 284.8526 |
Avg Daily Profit (%) | 0.2462 | 0.1773 | 0.0689 | 0.089 | 0.069 | 0.0587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86131 | -91283 | -115452 | -720194 | -378655 | -508543 |
Profit Factor | 1.7651 | 2.0728 | 1.4403 | 1.2396 | 1.2648 | 1.2121 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 51.1628 | 45.3488 | 56.9767 | 51.1628 | 45.3488 | 56.9767 |
Ratio Avg Win / Avg Loss | 1.6849 | 2.498 | 1.0876 | 1.1832 | 1.5243 | 0.9152 |
Largest Winning Trade | 260979 | 260979 | 46532 | 693081 | 693081 | 293613 |
Largest Losing Trade | -45080 | -35674 | -45080 | -306132 | -116329 | -306132 |
Avg Bars in Trades | 52 | 57 | 47 | 52 | 57 | 47 |
Avg Bars in Winners | 65 | 76 | 57 | 65 | 76 | 57 |
Avg Bars in Losers | 38 | 42 | 33 | 38 | 42 | 33 |
Bars Traded | 9022 | 4973 | 4049 | 9022 | 4973 | 4049 |
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 | 461936 | 332459 | -99358 | -72915 | -101955 | -116119 |
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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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