Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663017.4466 | 496522.5538 | 166494.8928 | 597454.989 | 324855.2524 | 272599.7366 |
Total P&L (%) | 663.0174 | 496.5226 | 166.4949 | 597.455 | 324.8553 | 272.5997 |
Avg Daily Profit (%) | 0.4465 | 0.3344 | 0.1121 | 0.1309 | 0.0975 | 0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117289 | -106813 | -49195 | -2482281 | -1939687 | -1139442 |
Profit Factor | 1.848 | 2.0922 | 1.5087 | 1.0574 | 1.0532 | 1.0634 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 88 | 38 | 50 | 88 | 38 | 50 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 51.1628 | 44.186 | 58.1395 | 51.1628 | 44.186 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.764 | 2.6428 | 1.0863 | 1.0093 | 1.3303 | 0.7657 |
Largest Winning Trade | 311933 | 311933 | 60162 | 1475862 | 1475862 | 361728 |
Largest Losing Trade | -40046 | -25861 | -40046 | -983200 | -598902 | -983200 |
Avg Bars in Trades | 50 | 52 | 47 | 50 | 52 | 47 |
Avg Bars in Winners | 60 | 61 | 60 | 60 | 61 | 60 |
Avg Bars in Losers | 39 | 45 | 30 | 39 | 45 | 30 |
Bars Traded | 8633 | 4531 | 4102 | 8633 | 4531 | 4102 |
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 | 529317 | 365862 | -41208 | -174193 | -227465 | -226339 |
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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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