Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802072.7121 | 680400.9642 | 121671.7479 | 1587555.9825 | 826997.8456 | 760558.137 |
Total P&L (%) | 802.0727 | 680.401 | 121.6717 | 1587.556 | 826.9978 | 760.5581 |
Avg Daily Profit (%) | 0.4341 | 0.3682 | 0.0659 | 0.1531 | 0.1206 | 0.1166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103105 | -71437 | -108749 | -1841974 | -1842073 | -1878603 |
Profit Factor | 2.0698 | 2.8841 | 1.3131 | 1.1229 | 1.1354 | 1.1117 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 40.3727 | 35.8025 | 45 | 40.3727 | 35.8025 | 45 |
Ratio Avg Win / Avg Loss | 3.057 | 5.1714 | 1.6049 | 1.6584 | 2.0359 | 1.3587 |
Largest Winning Trade | 452853 | 452853 | 40385 | 965611 | 965611 | 607558 |
Largest Losing Trade | -32917 | -17146 | -32917 | -695267 | -469477 | -695267 |
Avg Bars in Trades | 67 | 62 | 72 | 67 | 62 | 72 |
Avg Bars in Winners | 111 | 110 | 112 | 111 | 110 | 112 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 10909 | 5088 | 5821 | 10909 | 5088 | 5821 |
Profit Streak | 0 | 0 | 31.8945 | 0 | 0 | 31.8945 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398633 | -2497 | -124134 | -79498 | -119520 | -155091 |
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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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