Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679488.1024 | 601119.3827 | 78368.7197 | 725266.3694 | 500576.7695 | 224689.5999 |
Total P&L (%) | 679.4881 | 601.1194 | 78.3687 | 725.2664 | 500.5768 | 224.6896 |
Avg Daily Profit (%) | 0.3621 | 0.3203 | 0.0418 | 0.1125 | 0.0956 | 0.0628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65903 | -65036 | -56254 | -530666 | -360209 | -282461 |
Profit Factor | 2.2897 | 3.5913 | 1.2658 | 1.2304 | 1.3527 | 1.13 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 33.526 | 32.5581 | 34.4828 | 33.526 | 32.5581 | 34.4828 |
Ratio Avg Win / Avg Loss | 4.5399 | 7.4391 | 2.4049 | 2.4397 | 2.8021 | 2.147 |
Largest Winning Trade | 525180 | 525180 | 63591 | 438687 | 438687 | 346573 |
Largest Losing Trade | -23729 | -13226 | -23729 | -127901 | -105622 | -127901 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 69 | 56 | 81 | 69 | 56 | 81 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 5496 | 2316 | 3180 | 5496 | 2316 | 3180 |
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 | 298147 | 323953 | -142497 | -47086 | -70272 | -191862 |
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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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