Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670136.6803 | 623378.1512 | 46758.5291 | 210419.2321 | 187073.8871 | 23345.345 |
Total P&L (%) | 670.1367 | 623.3782 | 46.7585 | 210.4192 | 187.0739 | 23.3453 |
Avg Daily Profit (%) | 0.3446 | 0.3206 | 0.024 | 0.0583 | 0.0542 | 0.0108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121353 | -97720 | -105779 | -263679 | -252349 | -265474 |
Profit Factor | 1.6227 | 2.2139 | 1.0831 | 1.1002 | 1.1796 | 1.022 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 69 | 25 | 44 | 69 | 25 | 44 |
Losing Trades | 113 | 66 | 47 | 113 | 66 | 47 |
Profitability (%) | 37.9121 | 27.4725 | 48.3516 | 37.9121 | 27.4725 | 48.3516 |
Ratio Avg Win / Avg Loss | 2.6574 | 5.8447 | 1.1569 | 1.8017 | 3.1141 | 1.0917 |
Largest Winning Trade | 353214 | 353214 | 52679 | 224525 | 224525 | 82781 |
Largest Losing Trade | -43211 | -20333 | -43211 | -80377 | -71007 | -80377 |
Avg Bars in Trades | 63 | 58 | 68 | 63 | 58 | 68 |
Avg Bars in Winners | 111 | 120 | 106 | 111 | 120 | 106 |
Avg Bars in Losers | 34 | 35 | 32 | 34 | 35 | 32 |
Bars Traded | 11571 | 5366 | 6205 | 11571 | 5366 | 6205 |
Profit Streak | 0 | 0 | 38.938 | 0 | 0 | 38.938 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309526 | -5947 | -291898 | -228117 | -161595 | -379768 |
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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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