Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708881.2759 | 576480.752 | 132400.5239 | 618872.9943 | 477822.2875 | 141050.7068 |
Total P&L (%) | 708.8813 | 576.4808 | 132.4005 | 618.873 | 477.8223 | 141.0507 |
Avg Daily Profit (%) | 0.4431 | 0.3603 | 0.0828 | 0.1234 | 0.1097 | 0.055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163207 | -140944 | -129005 | -2391817 | -1751152 | -786503 |
Profit Factor | 1.7335 | 2.0053 | 1.3369 | 1.1004 | 1.1386 | 1.052 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 56.0241 | 50.6024 | 61.4458 | 56.0241 | 50.6024 | 61.4458 |
Ratio Avg Win / Avg Loss | 1.3607 | 1.9575 | 0.8389 | 0.8638 | 1.1115 | 0.6601 |
Largest Winning Trade | 238807 | 238807 | 37578 | 927847 | 927847 | 740631 |
Largest Losing Trade | -53509 | -40145 | -53509 | -653168 | -496345 | -653168 |
Avg Bars in Trades | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Winners | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Losers | 19 | 24 | 13 | 19 | 24 | 13 |
Bars Traded | 3057 | 1806 | 1251 | 3057 | 1806 | 1251 |
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 | 511856 | 476716 | -82122 | -137687 | -114554 | -282798 |
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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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