Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632877.4019 | 517084.5264 | 115792.8755 | 523403.2817 | 276357.9344 | 247045.3474 |
Total P&L (%) | 632.8774 | 517.0845 | 115.7929 | 523.4033 | 276.3579 | 247.0453 |
Avg Daily Profit (%) | 0.2682 | 0.2191 | 0.0491 | 0.0776 | 0.0562 | 0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143481 | -71800 | -221679 | -438174 | -470318 | -599965 |
Profit Factor | 1.6301 | 2.1647 | 1.2066 | 1.1845 | 1.2001 | 1.1697 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 40.1198 | 38.0952 | 42.1687 | 40.1198 | 38.0952 | 42.1687 |
Ratio Avg Win / Avg Loss | 2.433 | 3.5177 | 1.6548 | 1.7678 | 1.9501 | 1.6041 |
Largest Winning Trade | 245543 | 245543 | 57582 | 330656 | 330656 | 232590 |
Largest Losing Trade | -57065 | -25240 | -57065 | -194783 | -138474 | -194783 |
Avg Bars in Trades | 83 | 69 | 96 | 83 | 69 | 96 |
Avg Bars in Winners | 139 | 111 | 166 | 139 | 111 | 166 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 13911 | 5871 | 8040 | 13911 | 5871 | 8040 |
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 | 314625 | 264976 | -130130 | -108423 | -122270 | -158658 |
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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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