Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501861.1436 | 303759.4515 | 198101.6922 | 1531448.8291 | 1323691.4526 | 207757.3765 |
Total P&L (%) | 501.8611 | 303.7595 | 198.1017 | 1531.4488 | 1323.6915 | 207.7574 |
Avg Daily Profit (%) | 0.2706 | 0.1638 | 0.1068 | 0.1507 | 0.1433 | 0.0606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84538 | -51949 | -96122 | -1556812 | -696338 | -1416415 |
Profit Factor | 1.6467 | 1.9015 | 1.4511 | 1.2259 | 1.4761 | 1.052 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 60.119 | 59.5238 | 60.7143 | 60.119 | 59.5238 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.0923 | 1.293 | 0.939 | 0.8132 | 1.0037 | 0.6807 |
Largest Winning Trade | 56054 | 48536 | 56054 | 742978 | 580420 | 742978 |
Largest Losing Trade | -53729 | -29070 | -53729 | -1241762 | -298481 | -1241762 |
Avg Bars in Trades | 20 | 14 | 27 | 20 | 14 | 27 |
Avg Bars in Winners | 21 | 9 | 33 | 21 | 9 | 33 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 3509 | 1207 | 2302 | 3509 | 1207 | 2302 |
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 | 472251 | 405774 | -49421 | 289805 | 47337 | -275376 |
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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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