Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508970.9026 | 420545.0069 | 88425.8957 | 247285.0408 | 107760.7271 | 139524.3138 |
Total P&L (%) | 508.9709 | 420.545 | 88.4259 | 247.285 | 107.7607 | 139.5243 |
Avg Daily Profit (%) | 0.2736 | 0.2261 | 0.0475 | 0.067 | 0.0393 | 0.047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89559 | -66379 | -150002 | -680514 | -516809 | -294783 |
Profit Factor | 1.5655 | 1.8736 | 1.2112 | 1.0826 | 1.0653 | 1.1037 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 42.8571 | 36.9048 | 48.8095 | 42.8571 | 36.9048 | 48.8095 |
Ratio Avg Win / Avg Loss | 2.0873 | 3.2033 | 1.2703 | 1.4434 | 1.8214 | 1.1575 |
Largest Winning Trade | 277108 | 277108 | 52365 | 422088 | 422088 | 209103 |
Largest Losing Trade | -47924 | -31790 | -47924 | -161611 | -161611 | -151919 |
Avg Bars in Trades | 129 | 107 | 151 | 129 | 107 | 151 |
Avg Bars in Winners | 189 | 154 | 215 | 189 | 154 | 215 |
Avg Bars in Losers | 85 | 80 | 91 | 85 | 80 | 91 |
Bars Traded | 21796 | 9044 | 12751 | 21796 | 9044 | 12751 |
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 | 345115 | 215223 | -130672 | -235141 | -293349 | -237457 |
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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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