Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799005.898 | 681302.3899 | 117703.5081 | 1099176.9378 | 1060491.8087 | 38685.129 |
Total P&L (%) | 799.0059 | 681.3024 | 117.7035 | 1099.1769 | 1060.4918 | 38.6851 |
Avg Daily Profit (%) | 0.3305 | 0.2818 | 0.0487 | 0.1028 | 0.1014 | 0.0135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101679 | -81886 | -113713 | -1223909 | -1081455 | -1070887 |
Profit Factor | 2.1794 | 3.1331 | 1.3287 | 1.1725 | 1.3609 | 1.0113 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 58 | 22 | 36 | 58 | 22 | 36 |
Losing Trades | 104 | 59 | 45 | 104 | 59 | 45 |
Profitability (%) | 35.8025 | 27.1605 | 44.4444 | 35.8025 | 27.1605 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.9078 | 8.4024 | 1.6609 | 2.1025 | 3.6497 | 1.2641 |
Largest Winning Trade | 360071 | 360071 | 63292 | 816824 | 816824 | 646753 |
Largest Losing Trade | -34049 | -20918 | -34049 | -425891 | -295787 | -425891 |
Avg Bars in Trades | 86 | 73 | 99 | 86 | 73 | 99 |
Avg Bars in Winners | 176 | 180 | 173 | 176 | 180 | 173 |
Avg Bars in Losers | 36 | 34 | 39 | 36 | 34 | 39 |
Bars Traded | 14038 | 5992 | 8046 | 14038 | 5992 | 8046 |
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 | 310560 | -17527 | -140646 | -89618 | -87818 | -399356 |
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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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