Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530292.9807 | 312905.7172 | 217387.2634 | 2276407.1994 | 1997312.054 | 279095.1454 |
Total P&L (%) | 530.293 | 312.9057 | 217.3873 | 2276.4072 | 1997.3121 | 279.0951 |
Avg Daily Profit (%) | 0.3149 | 0.1858 | 0.1291 | 0.1883 | 0.1809 | 0.0792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86257 | -86429 | -56468 | -2521453 | -805311 | -2293427 |
Profit Factor | 1.8937 | 2.0089 | 1.7676 | 1.3687 | 1.7373 | 1.0805 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 36.8098 | 31.7073 | 41.9753 | 36.8098 | 31.7073 | 41.9753 |
Ratio Avg Win / Avg Loss | 3.2508 | 4.3268 | 2.4434 | 2.3496 | 3.7419 | 1.4937 |
Largest Winning Trade | 109337 | 109337 | 52294 | 886837 | 886837 | 703707 |
Largest Losing Trade | -20592 | -20592 | -19208 | -596781 | -366502 | -596781 |
Avg Bars in Trades | 40 | 33 | 47 | 40 | 33 | 47 |
Avg Bars in Winners | 74 | 70 | 77 | 74 | 70 | 77 |
Avg Bars in Losers | 20 | 17 | 24 | 20 | 17 | 24 |
Bars Traded | 6585 | 2779 | 3807 | 6585 | 2779 | 3807 |
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 | 300200 | -255 | -32438 | 189963 | -404 | -234280 |
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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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