Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802964.2208 | 642290.6483 | 160673.5725 | 585687.2393 | -119760.1992 | 705447.4385 |
Total P&L (%) | 802.9642 | 642.2906 | 160.6736 | 585.6872 | -119.7602 | 705.4474 |
Avg Daily Profit (%) | 0.3416 | 0.2732 | 0.0683 | 0.0819 | 0 | 0.0888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122895 | -67323 | -157108 | -790471 | -619969 | -337875 |
Profit Factor | 1.8531 | 2.4232 | 1.3279 | 1.1957 | 0.9275 | 1.5261 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
Losing Trades | 91 | 53 | 38 | 91 | 53 | 38 |
Profitability (%) | 48.2955 | 39.7727 | 56.8182 | 48.2955 | 39.7727 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.9839 | 3.6695 | 1.0092 | 1.2801 | 1.4045 | 1.1598 |
Largest Winning Trade | 318797 | 318797 | 66977 | 364410 | 364410 | 312177 |
Largest Losing Trade | -76591 | -23554 | -76591 | -237908 | -237908 | -235928 |
Avg Bars in Trades | 78 | 69 | 87 | 78 | 69 | 87 |
Avg Bars in Winners | 107 | 93 | 117 | 107 | 93 | 117 |
Avg Bars in Losers | 51 | 53 | 48 | 51 | 53 | 48 |
Bars Traded | 13826 | 6102 | 7723 | 13826 | 6102 | 7723 |
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 | 468840 | 323438 | -100856 | -88121 | -583407 | -71980 |
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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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