Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091695.4992 | 972510.1033 | 119185.3959 | 176083.6493 | -134522.6394 | 310606.2887 |
Total P&L (%) | 1091.6955 | 972.5101 | 119.1854 | 176.0836 | -134.5226 | 310.6063 |
Avg Daily Profit (%) | 0.4634 | 0.4128 | 0.0506 | 0.0431 | 0 | 0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161278 | -75047 | -197961 | -150149 | -202070 | -123944 |
Profit Factor | 2.3195 | 3.3316 | 1.2905 | 1.1693 | 0.7884 | 1.7685 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 48.1081 | 45.1613 | 51.087 | 48.1081 | 45.1613 | 51.087 |
Ratio Avg Win / Avg Loss | 2.5019 | 4.0455 | 1.2356 | 1.2613 | 0.9573 | 1.6933 |
Largest Winning Trade | 912701 | 912701 | 61498 | 97897 | 58297 | 97897 |
Largest Losing Trade | -78697 | -24822 | -78697 | -79487 | -72887 | -79487 |
Avg Bars in Trades | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Winners | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 4625 | 2003 | 2622 | 4625 | 2003 | 2622 |
Profit Streak | 0 | 0 | 11.1946 | 0 | 0 | 11.1946 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547789 | 515394 | -124581 | -169069 | -582687 | -108744 |
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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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