Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715291.9102 | 546397.862 | 168894.0482 | 1639373.3464 | 96733.1932 | 1542640.1532 |
Total P&L (%) | 715.2919 | 546.3979 | 168.894 | 1639.3733 | 96.7332 | 1542.6402 |
Avg Daily Profit (%) | 0.2968 | 0.2267 | 0.0701 | 0.1186 | 0.0281 | 0.1162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79708 | -96270 | -157942 | -2642428 | -2139143 | -713765 |
Profit Factor | 1.6773 | 1.965 | 1.3448 | 1.1581 | 1.0153 | 1.3827 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Profitability (%) | 46.1957 | 41.3043 | 51.087 | 46.1957 | 41.3043 | 51.087 |
Ratio Avg Win / Avg Loss | 1.9536 | 2.7924 | 1.2875 | 1.3489 | 1.4427 | 1.3239 |
Largest Winning Trade | 198179 | 198179 | 44194 | 1692547 | 1692547 | 778578 |
Largest Losing Trade | -40658 | -36827 | -40658 | -568098 | -495616 | -568098 |
Avg Bars in Trades | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Winners | 51 | 58 | 46 | 51 | 58 | 46 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 7067 | 3729 | 3338 | 7067 | 3729 | 3338 |
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 | 414960 | 299113 | -99175 | -81411 | -362793 | -37029 |
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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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