Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493513.1829 | 299620.9643 | 193892.2186 | 847530.2883 | 39723.5377 | 807806.7507 |
Total P&L (%) | 493.5132 | 299.621 | 193.8922 | 847.5303 | 39.7235 | 807.8068 |
Avg Daily Profit (%) | 0.2817 | 0.171 | 0.1107 | 0.1285 | 0.0191 | 0.126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73792 | -124072 | -87372 | -750116 | -624608 | -639825 |
Profit Factor | 1.695 | 1.8213 | 1.5616 | 1.2043 | 1.0186 | 1.4009 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 83 | 34 | 49 | 83 | 34 | 49 |
Losing Trades | 88 | 52 | 36 | 88 | 52 | 36 |
Profitability (%) | 48.538 | 39.5349 | 57.6471 | 48.538 | 39.5349 | 57.6471 |
Ratio Avg Win / Avg Loss | 1.7971 | 2.7855 | 1.1473 | 1.2768 | 1.5579 | 1.0292 |
Largest Winning Trade | 227643 | 227643 | 52609 | 441693 | 441693 | 295940 |
Largest Losing Trade | -32818 | -20021 | -32818 | -398142 | -265978 | -398142 |
Avg Bars in Trades | 29 | 20 | 39 | 29 | 20 | 39 |
Avg Bars in Winners | 39 | 30 | 46 | 39 | 30 | 46 |
Avg Bars in Losers | 20 | 13 | 30 | 20 | 13 | 30 |
Bars Traded | 5121 | 1741 | 3380 | 5121 | 1741 | 3380 |
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 | 436905 | 241661 | -42872 | -21011 | -372642 | -23013 |
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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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