Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821679.8795 | 775026.9539 | 46652.9256 | 305466.7887 | -14535.9445 | 320002.7332 |
Total P&L (%) | 821.6799 | 775.027 | 46.6529 | 305.4668 | -14.5359 | 320.0027 |
Avg Daily Profit (%) | 0.3552 | 0.3351 | 0.0202 | 0.0605 | -0.0068 | 0.0621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127238 | -123353 | -136992 | -551986 | -593068 | -252108 |
Profit Factor | 1.7417 | 2.2798 | 1.0929 | 1.0951 | 0.9926 | 1.2566 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Profitability (%) | 42.1053 | 40.6977 | 43.5294 | 42.1053 | 40.6977 | 43.5294 |
Ratio Avg Win / Avg Loss | 2.3948 | 3.322 | 1.4178 | 1.5057 | 1.4464 | 1.6302 |
Largest Winning Trade | 326440 | 326440 | 83569 | 231265 | 209544 | 231265 |
Largest Losing Trade | -54030 | -53004 | -54030 | -266412 | -266412 | -103824 |
Avg Bars in Trades | 39 | 34 | 43 | 39 | 34 | 43 |
Avg Bars in Winners | 54 | 52 | 57 | 54 | 52 | 57 |
Avg Bars in Losers | 27 | 23 | 32 | 27 | 23 | 32 |
Bars Traded | 6712 | 3006 | 3706 | 6712 | 3006 | 3706 |
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 | 377705 | 345265 | -288750 | -229115 | -583053 | -111967 |
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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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