Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412570.9235 | 135762.8398 | 276808.0837 | 1165538.9724 | 97656.3307 | 1067882.6417 |
Total P&L (%) | 412.5709 | 135.7628 | 276.8081 | 1165.539 | 97.6563 | 1067.8826 |
Avg Daily Profit (%) | 0.3204 | 0.1054 | 0.215 | 0.1973 | 0.0529 | 0.1911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89338 | -83437 | -75145 | -2598998 | -2612498 | -1080027 |
Profit Factor | 1.607 | 1.3591 | 1.9177 | 1.1394 | 1.02 | 1.3079 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 54.878 | 48.7805 | 60.9756 | 54.878 | 48.7805 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.3213 | 1.4271 | 1.2273 | 0.9368 | 1.0709 | 0.837 |
Largest Winning Trade | 63231 | 63231 | 44452 | 1079475 | 1079475 | 619724 |
Largest Losing Trade | -29217 | -29217 | -25354 | -1041387 | -1041387 | -553534 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 2467 | 1227 | 1240 | 2467 | 1227 | 1240 |
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 | 444620 | -56419 | 280790 | -59111 | -325462 | 142088 |
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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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