Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470540.6213 | 285909.3989 | 184631.2224 | 1256555.0835 | 1168447.3462 | 88107.7374 |
Total P&L (%) | 470.5406 | 285.9094 | 184.6312 | 1256.5551 | 1168.4473 | 88.1077 |
Avg Daily Profit (%) | 0.2774 | 0.1685 | 0.1088 | 0.1538 | 0.1499 | 0.0373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66937 | -76376 | -60380 | -1005085 | -335688 | -949143 |
Profit Factor | 1.6986 | 1.9158 | 1.5109 | 1.4741 | 2.1698 | 1.0533 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 107 | 59 | 48 | 107 | 59 | 48 |
Profitability (%) | 39.2045 | 32.9545 | 45.4545 | 39.2045 | 32.9545 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.634 | 3.8976 | 1.8131 | 2.2859 | 4.4144 | 1.264 |
Largest Winning Trade | 100938 | 100938 | 49172 | 420023 | 420023 | 342553 |
Largest Losing Trade | -41206 | -18222 | -41206 | -360934 | -161295 | -360934 |
Avg Bars in Trades | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Winners | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3361 | 1631 | 1730 | 3361 | 1631 | 1730 |
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 | 306077 | 155516 | -47023 | 248517 | 175500 | -306791 |
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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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