Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404883.6112 | 311215.9724 | 93667.6388 | 498187.1565 | 132801.922 | 365385.2345 |
Total P&L (%) | 404.8836 | 311.216 | 93.6676 | 498.1872 | 132.8019 | 365.3852 |
Avg Daily Profit (%) | 0.216 | 0.166 | 0.05 | 0.0955 | 0.0451 | 0.0821 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87076 | -54821 | -76576 | -1052571 | -677668 | -554364 |
Profit Factor | 1.6569 | 1.9864 | 1.3114 | 1.1 | 1.0513 | 1.1529 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 51.8987 | 48.1013 | 55.6962 | 51.8987 | 48.1013 | 55.6962 |
Ratio Avg Win / Avg Loss | 1.5357 | 2.1432 | 1.0431 | 1.0195 | 1.1343 | 0.917 |
Largest Winning Trade | 102430 | 102430 | 55188 | 693087 | 693087 | 322210 |
Largest Losing Trade | -40912 | -37228 | -40912 | -442993 | -324436 | -442993 |
Avg Bars in Trades | 139 | 111 | 168 | 139 | 111 | 168 |
Avg Bars in Winners | 163 | 134 | 189 | 163 | 134 | 189 |
Avg Bars in Losers | 114 | 89 | 142 | 114 | 89 | 142 |
Bars Traded | 22117 | 8779 | 13337 | 22117 | 8779 | 13337 |
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 | 430910 | -16592 | -152252 | -174950 | -324518 | -163667 |
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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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