Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550138.3513 | 369161.0365 | 180977.3148 | 1698283.2615 | 753171.9277 | 945111.3338 |
Total P&L (%) | 550.1384 | 369.161 | 180.9773 | 1698.2833 | 753.1719 | 945.1113 |
Avg Daily Profit (%) | 0.2642 | 0.1773 | 0.0869 | 0.1388 | 0.103 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76060 | -87747 | -47063 | -2215797 | -1526112 | -874555 |
Profit Factor | 1.7188 | 1.9899 | 1.4612 | 1.1307 | 1.1136 | 1.1485 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 39.4118 | 34.1176 | 44.7059 | 39.4118 | 34.1176 | 44.7059 |
Ratio Avg Win / Avg Loss | 2.6423 | 3.8426 | 1.8072 | 1.7382 | 2.1504 | 1.4205 |
Largest Winning Trade | 96424 | 96424 | 42354 | 1120473 | 1120473 | 647002 |
Largest Losing Trade | -34093 | -17707 | -34093 | -494085 | -494085 | -468049 |
Avg Bars in Trades | 144 | 124 | 164 | 144 | 124 | 164 |
Avg Bars in Winners | 230 | 215 | 242 | 230 | 215 | 242 |
Avg Bars in Losers | 88 | 77 | 101 | 88 | 77 | 101 |
Bars Traded | 24504 | 10554 | 13950 | 24504 | 10554 | 13950 |
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 | 310198 | 169355 | -77140 | -86140 | -156008 | -101625 |
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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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