Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 965867.7794 | 866234.6373 | 99633.1421 | 455874.9111 | 356627.485 | 99247.4261 |
Total P&L (%) | 965.8678 | 866.2346 | 99.6331 | 455.8749 | 356.6275 | 99.2474 |
Avg Daily Profit (%) | 0.5194 | 0.4658 | 0.0536 | 0.0923 | 0.0817 | 0.0371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108130 | -72918 | -51171 | -1154123 | -759738 | -501266 |
Profit Factor | 2.5537 | 3.9312 | 1.3055 | 1.0841 | 1.1369 | 1.0353 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 30.1136 | 29.5455 | 30.6818 | 30.1136 | 29.5455 | 30.6818 |
Ratio Avg Win / Avg Loss | 5.9266 | 9.3743 | 2.9495 | 2.516 | 2.7111 | 2.3389 |
Largest Winning Trade | 899096 | 899096 | 60722 | 845994 | 845994 | 504872 |
Largest Losing Trade | -24799 | -16791 | -24799 | -178753 | -178753 | -174366 |
Avg Bars in Trades | 40 | 31 | 50 | 40 | 31 | 50 |
Avg Bars in Winners | 110 | 78 | 141 | 110 | 78 | 141 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7181 | 2730 | 4451 | 7181 | 2730 | 4451 |
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 | 317697 | 259955 | -127967 | -203431 | -162759 | -331818 |
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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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