Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550959.6243 | 379796.5262 | 171163.0982 | 1055808.9975 | 869549.0262 | 186259.9713 |
Total P&L (%) | 550.9596 | 379.7965 | 171.1631 | 1055.809 | 869.549 | 186.26 |
Avg Daily Profit (%) | 0.24 | 0.1655 | 0.0746 | 0.1067 | 0.099 | 0.0458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135659 | -112024 | -136822 | -760888 | -351558 | -660965 |
Profit Factor | 1.6714 | 1.9841 | 1.3938 | 1.3642 | 1.6278 | 1.123 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 52.4862 | 50.5495 | 54.4444 | 52.4862 | 50.5495 | 54.4444 |
Ratio Avg Win / Avg Loss | 1.5131 | 1.9409 | 1.1662 | 1.2349 | 1.5924 | 0.9397 |
Largest Winning Trade | 142020 | 142020 | 60130 | 470380 | 470380 | 179502 |
Largest Losing Trade | -55870 | -39790 | -55870 | -442715 | -193310 | -442715 |
Avg Bars in Trades | 74 | 64 | 84 | 74 | 64 | 84 |
Avg Bars in Winners | 90 | 73 | 106 | 90 | 73 | 106 |
Avg Bars in Losers | 55 | 54 | 57 | 55 | 54 | 57 |
Bars Traded | 13396 | 5829 | 7568 | 13396 | 5829 | 7568 |
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 | 461378 | 390796 | -92466 | -48411 | -57534 | -218334 |
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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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