Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515589.5888 | 464655.0325 | 50934.5564 | 82490.4523 | -1533242.1703 | 1615732.6226 |
Total P&L (%) | 515.5896 | 464.655 | 50.9346 | 82.4905 | -1533.2422 | 1615.7326 |
Avg Daily Profit (%) | 0.2475 | 0.223 | 0.0244 | 0.0289 | 0 | 0.1365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225510 | -168702 | -76787 | -4483838 | -5091269 | -959948 |
Profit Factor | 1.5541 | 1.7207 | 1.1783 | 1.0055 | 0.8679 | 1.4611 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 50.2825 | 44.3182 | 56.1798 | 50.2825 | 44.3182 | 56.1798 |
Ratio Avg Win / Avg Loss | 1.5366 | 2.1618 | 0.919 | 0.9942 | 1.0905 | 1.1397 |
Largest Winning Trade | 210233 | 210233 | 23798 | 2297846 | 2297846 | 709013 |
Largest Losing Trade | -63564 | -63564 | -34627 | -2229090 | -2229090 | -393394 |
Avg Bars in Trades | 138 | 233 | 44 | 138 | 233 | 44 |
Avg Bars in Winners | 149 | 290 | 39 | 149 | 290 | 39 |
Avg Bars in Losers | 126 | 188 | 49 | 126 | 188 | 49 |
Bars Traded | 24491 | 20567 | 3924 | 24491 | 20567 | 3924 |
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 | 437581 | 307821 | -187095 | -369527 | -581639 | -8796 |
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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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