Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610987.6788 | 560459.0053 | 50528.6735 | 209763.6446 | 13238.2918 | 196525.3528 |
Total P&L (%) | 610.9877 | 560.459 | 50.5287 | 209.7636 | 13.2383 | 196.5254 |
Avg Daily Profit (%) | 0.3159 | 0.2898 | 0.0261 | 0.0585 | 0.0064 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122518 | -139362 | -67814 | -702825 | -962096 | -284096 |
Profit Factor | 1.6662 | 2.2239 | 1.11 | 1.0495 | 1.0059 | 1.0978 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
Losing Trades | 100 | 58 | 42 | 100 | 58 | 42 |
Profitability (%) | 38.6503 | 29.2683 | 48.1481 | 38.6503 | 29.2683 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.6448 | 5.3745 | 1.1954 | 1.6659 | 2.431 | 1.1822 |
Largest Winning Trade | 390715 | 390715 | 53101 | 720697 | 720697 | 307099 |
Largest Losing Trade | -46666 | -19374 | -46666 | -161584 | -161584 | -134117 |
Avg Bars in Trades | 46 | 39 | 53 | 46 | 39 | 53 |
Avg Bars in Winners | 78 | 83 | 75 | 78 | 83 | 75 |
Avg Bars in Losers | 26 | 21 | 32 | 26 | 21 | 32 |
Bars Traded | 7603 | 3277 | 4326 | 7603 | 3277 | 4326 |
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 | 310479 | -2423 | -271430 | -283373 | -477607 | -243503 |
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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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