Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487890.9687 | 368619.2103 | 119271.7583 | 936222.1979 | 567618.1375 | 368604.0604 |
Total P&L (%) | 487.891 | 368.6192 | 119.2718 | 936.2222 | 567.6181 | 368.6041 |
Avg Daily Profit (%) | 0.2225 | 0.1681 | 0.0544 | 0.1067 | 0.0866 | 0.0705 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133063 | -115462 | -66484 | -598564 | -493541 | -315926 |
Profit Factor | 1.5968 | 1.8361 | 1.3167 | 1.3264 | 1.3263 | 1.3266 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 44.2424 | 39.759 | 48.7805 | 44.2424 | 39.759 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.0124 | 2.7819 | 1.3825 | 1.6716 | 2.0095 | 1.3929 |
Largest Winning Trade | 114721 | 114721 | 50114 | 483494 | 483494 | 164807 |
Largest Losing Trade | -34411 | -26315 | -34411 | -136234 | -136234 | -131265 |
Avg Bars in Trades | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Winners | 72 | 76 | 68 | 72 | 76 | 68 |
Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
Bars Traded | 8632 | 4486 | 4146 | 8632 | 4486 | 4146 |
Profit Streak | 0 | 0 | 46.1082 | 0 | 0 | 46.1082 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340119 | 234648 | -124461 | -50139 | -79841 | -102969 |
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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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