Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536240.0768 | 403689.1751 | 132550.9017 | 1088088.5327 | 12398.3991 | 1075690.1336 |
Total P&L (%) | 536.2401 | 403.6892 | 132.5509 | 1088.0885 | 12.3984 | 1075.6901 |
Avg Daily Profit (%) | 0.3314 | 0.2495 | 0.0819 | 0.1531 | 0.0072 | 0.1524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133667 | -69483 | -121969 | -761288 | -929046 | -568858 |
Profit Factor | 1.7564 | 2.1184 | 1.3809 | 1.2119 | 1.0043 | 1.4717 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 37.3563 | 33.3333 | 41.3793 | 37.3563 | 33.3333 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.9453 | 4.2368 | 1.9563 | 2.0322 | 2.0087 | 2.085 |
Largest Winning Trade | 155463 | 155463 | 56316 | 605067 | 448551 | 605067 |
Largest Losing Trade | -19502 | -19502 | -18840 | -287836 | -287836 | -135948 |
Avg Bars in Trades | 108 | 94 | 122 | 108 | 94 | 122 |
Avg Bars in Winners | 217 | 196 | 233 | 217 | 196 | 233 |
Avg Bars in Losers | 42 | 42 | 43 | 42 | 42 | 43 |
Bars Traded | 18803 | 8179 | 10624 | 18803 | 8179 | 10624 |
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 | 305478 | 189717 | -85560 | 154347 | -495778 | 223258 |
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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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