Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570528.3927 | 403146.2161 | 167382.1767 | 1012284.1947 | 315443.5457 | 696840.6489 |
Total P&L (%) | 570.5284 | 403.1462 | 167.3822 | 1012.2842 | 315.4435 | 696.8406 |
Avg Daily Profit (%) | 0.2999 | 0.2119 | 0.088 | 0.1267 | 0.0749 | 0.1092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138222 | -78593 | -152451 | -603572 | -390426 | -347782 |
Profit Factor | 1.6783 | 1.929 | 1.4111 | 1.3743 | 1.2067 | 1.5915 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Losing Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Profitability (%) | 47.1591 | 48.8636 | 45.4545 | 47.1591 | 48.8636 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.8806 | 2.0187 | 1.6934 | 1.5399 | 1.2628 | 1.9098 |
Largest Winning Trade | 112506 | 112506 | 62195 | 317962 | 252002 | 317962 |
Largest Losing Trade | -36761 | -36761 | -34092 | -331709 | -331709 | -178092 |
Avg Bars in Trades | 20 | 22 | 19 | 20 | 22 | 19 |
Avg Bars in Winners | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Losers | 13 | 18 | 9 | 13 | 18 | 9 |
Bars Traded | 3692 | 1985 | 1707 | 3692 | 1985 | 1707 |
Profit Streak | 0 | 0 | 583.5637 | 0 | 0 | 583.5637 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437965 | 392508 | -74083 | -21708 | -93927 | -44335 |
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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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