Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656329.1405 | 449984.651 | 206344.4894 | 1706571.3429 | 805974.5933 | 900596.7496 |
Total P&L (%) | 656.3291 | 449.9847 | 206.3445 | 1706.5713 | 805.9746 | 900.5968 |
Avg Daily Profit (%) | 0.4437 | 0.3042 | 0.1395 | 0.1958 | 0.1491 | 0.1558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114358 | -103630 | -42206 | -385597 | -247785 | -290501 |
Profit Factor | 2.2519 | 2.5967 | 1.8511 | 1.6216 | 1.5971 | 1.6453 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 47.5 | 41.25 | 53.75 | 47.5 | 41.25 | 53.75 |
Ratio Avg Win / Avg Loss | 2.4889 | 3.6983 | 1.5928 | 1.7923 | 2.2746 | 1.4157 |
Largest Winning Trade | 346997 | 346997 | 70641 | 526701 | 416827 | 526701 |
Largest Losing Trade | -25949 | -25949 | -22506 | -277158 | -184100 | -277158 |
Avg Bars in Trades | 53 | 49 | 58 | 53 | 49 | 58 |
Avg Bars in Winners | 83 | 85 | 81 | 83 | 85 | 81 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 8575 | 3926 | 4649 | 8575 | 3926 | 4649 |
Profit Streak | 0 | 0 | 23.8443 | 0 | 0 | 23.8443 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513833 | -9397 | -21720 | 393776 | -13436 | -8762 |
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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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