Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598887.3257 | 493749.6305 | 105137.6952 | 69233.5168 | 62693.7567 | 6539.7601 |
Total P&L (%) | 598.8873 | 493.7496 | 105.1377 | 69.2335 | 62.6938 | 6.5398 |
Avg Daily Profit (%) | 0.4055 | 0.3343 | 0.0712 | 0.0356 | 0.033 | 0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137886 | -180858 | -73520 | -279382 | -286691 | -190784 |
Profit Factor | 1.6341 | 1.9102 | 1.2615 | 1.0464 | 1.0751 | 1.0099 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 59 | 19 | 40 | 59 | 19 | 40 |
Losing Trades | 103 | 62 | 41 | 103 | 62 | 41 |
Profitability (%) | 36.4198 | 23.4568 | 49.3827 | 36.4198 | 23.4568 | 49.3827 |
Ratio Avg Win / Avg Loss | 2.8527 | 6.2332 | 1.2931 | 1.8267 | 3.5083 | 1.0352 |
Largest Winning Trade | 386684 | 386684 | 29519 | 219656 | 219656 | 63840 |
Largest Losing Trade | -41903 | -27583 | -41903 | -156533 | -53459 | -156533 |
Avg Bars in Trades | 53 | 48 | 59 | 53 | 48 | 59 |
Avg Bars in Winners | 95 | 107 | 89 | 95 | 107 | 89 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 8727 | 3901 | 4826 | 8727 | 3901 | 4826 |
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 | 304399 | -36178 | -110245 | -318200 | -334700 | -574668 |
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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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