Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786946.3633 | 671131.9172 | 115814.4462 | 421154.5768 | 40175.213 | 380979.3638 |
Total P&L (%) | 786.9464 | 671.1319 | 115.8144 | 421.1546 | 40.1752 | 380.9794 |
Avg Daily Profit (%) | 0.4241 | 0.3617 | 0.0624 | 0.089 | 0.0182 | 0.0847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115196 | -128262 | -75572 | -549460 | -519571 | -242114 |
Profit Factor | 2.0089 | 2.6921 | 1.3021 | 1.1253 | 1.0222 | 1.2452 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 92 | 39 | 53 | 92 | 39 | 53 |
Losing Trades | 103 | 59 | 44 | 103 | 59 | 44 |
Profitability (%) | 47.1795 | 39.7959 | 54.6392 | 47.1795 | 39.7959 | 54.6392 |
Ratio Avg Win / Avg Loss | 2.2491 | 4.0727 | 1.081 | 1.2599 | 1.5465 | 1.0338 |
Largest Winning Trade | 644372 | 644372 | 66836 | 444661 | 444661 | 223069 |
Largest Losing Trade | -30496 | -22998 | -30496 | -158683 | -158683 | -158382 |
Avg Bars in Trades | 56 | 45 | 67 | 56 | 45 | 67 |
Avg Bars in Winners | 83 | 73 | 91 | 83 | 73 | 91 |
Avg Bars in Losers | 31 | 27 | 38 | 31 | 27 | 38 |
Bars Traded | 11003 | 4473 | 6530 | 11003 | 4473 | 6530 |
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 | 493002 | 370596 | -109188 | -156880 | -369964 | -79848 |
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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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