Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429019.6301 | 252440.9843 | 176578.6458 | 598408.4862 | 193188.4579 | 405220.0284 |
Total P&L (%) | 429.0196 | 252.441 | 176.5786 | 598.4085 | 193.1885 | 405.22 |
Avg Daily Profit (%) | 0.4141 | 0.2437 | 0.1704 | 0.1878 | 0.1039 | 0.1565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174877 | -77012 | -120715 | -537738 | -533310 | -152829 |
Profit Factor | 1.5971 | 1.6458 | 1.539 | 1.3341 | 1.1626 | 1.6721 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 37.0787 | 33.7079 | 40.4494 | 37.0787 | 33.7079 | 40.4494 |
Ratio Avg Win / Avg Loss | 2.7103 | 3.2368 | 2.2658 | 2.2639 | 2.2864 | 2.4617 |
Largest Winning Trade | 177368 | 177368 | 40247 | 395765 | 395765 | 226209 |
Largest Losing Trade | -34667 | -34667 | -29848 | -370602 | -370602 | -75365 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Losers | 10 | 13 | 8 | 10 | 13 | 8 |
Bars Traded | 3982 | 2058 | 1924 | 3982 | 2058 | 1924 |
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 | 311289 | 170521 | 225775 | 198773 | -101274 | 239900 |
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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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