Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493074.3008 | 339476.8444 | 153597.4564 | 494816.0452 | 165278.9977 | 329537.0475 |
Total P&L (%) | 493.0743 | 339.4768 | 153.5975 | 494.816 | 165.279 | 329.537 |
Avg Daily Profit (%) | 0.2563 | 0.1765 | 0.0798 | 0.0927 | 0.0507 | 0.0758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99052 | -70204 | -125170 | -1233844 | -644420 | -778020 |
Profit Factor | 1.6451 | 1.9582 | 1.3746 | 1.1251 | 1.0843 | 1.1654 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 52.6627 | 48.2353 | 57.1429 | 52.6627 | 48.2353 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4788 | 2.1015 | 1.031 | 1.0114 | 1.1636 | 0.874 |
Largest Winning Trade | 142124 | 142124 | 61158 | 443581 | 443581 | 391563 |
Largest Losing Trade | -59099 | -43323 | -59099 | -719691 | -339581 | -719691 |
Avg Bars in Trades | 32 | 33 | 32 | 32 | 33 | 32 |
Avg Bars in Winners | 38 | 38 | 39 | 38 | 38 | 39 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 5570 | 2824 | 2746 | 5570 | 2824 | 2746 |
Profit Streak | 0 | 0 | 72.921 | 0 | 0 | 72.921 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408138 | 364558 | -83833 | -150813 | -254020 | -130076 |
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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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