Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499359.3975 | 409875.8177 | 89483.5798 | 513829.2314 | 371219.1421 | 142610.0893 |
Total P&L (%) | 499.3594 | 409.8758 | 89.4836 | 513.8292 | 371.2191 | 142.6101 |
Avg Daily Profit (%) | 0.2821 | 0.2315 | 0.0505 | 0.1026 | 0.0876 | 0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117772 | -59464 | -118095 | -366460 | -313107 | -241754 |
Profit Factor | 1.7457 | 2.3352 | 1.2467 | 1.278 | 1.4079 | 1.152 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 42.8571 | 38.9831 | 46.6667 | 42.8571 | 38.9831 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3276 | 3.6551 | 1.4248 | 1.7041 | 2.2037 | 1.3166 |
Largest Winning Trade | 195173 | 195173 | 64808 | 224474 | 224474 | 200122 |
Largest Losing Trade | -50987 | -23765 | -50987 | -131681 | -105660 | -131681 |
Avg Bars in Trades | 86 | 80 | 93 | 86 | 80 | 93 |
Avg Bars in Winners | 136 | 134 | 138 | 136 | 134 | 138 |
Avg Bars in Losers | 49 | 45 | 53 | 49 | 45 | 53 |
Bars Traded | 10322 | 4722 | 5600 | 10322 | 4722 | 5600 |
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 | 330121 | -168904 | -296130 | -57057 | -255392 | -349804 |
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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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