Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622849.0831 | 365007.8798 | 257841.2033 | 2962775.7113 | 997055.7592 | 1965719.9521 |
Total P&L (%) | 622.8491 | 365.0079 | 257.8412 | 2962.7757 | 997.0558 | 1965.72 |
Avg Daily Profit (%) | 0.3577 | 0.2096 | 0.1481 | 0.1967 | 0.1376 | 0.174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112127 | -93074 | -46034 | -791987 | -993369 | -542855 |
Profit Factor | 1.9341 | 1.9936 | 1.861 | 1.5724 | 1.3552 | 1.83 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 58.1818 | 53.012 | 63.4146 | 58.1818 | 53.012 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.3901 | 1.7671 | 1.0737 | 1.1302 | 1.2012 | 1.0557 |
Largest Winning Trade | 181818 | 181818 | 50306 | 702478 | 702478 | 585691 |
Largest Losing Trade | -54473 | -30417 | -54473 | -542855 | -520046 | -542855 |
Avg Bars in Trades | 124 | 96 | 152 | 124 | 96 | 152 |
Avg Bars in Winners | 137 | 97 | 171 | 137 | 97 | 171 |
Avg Bars in Losers | 105 | 95 | 118 | 105 | 95 | 118 |
Bars Traded | 20486 | 8009 | 12477 | 20486 | 8009 | 12477 |
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 | 499404 | 415787 | 165643 | 420599 | -8382 | 278476 |
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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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