Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447365.4674 | 356256.6556 | 91108.8118 | 81979.7029 | 78866.1525 | 3113.5504 |
Total P&L (%) | 447.3655 | 356.2567 | 91.1088 | 81.9797 | 78.8662 | 3.1136 |
Avg Daily Profit (%) | 0.1941 | 0.1546 | 0.0395 | 0.026 | 0.0252 | 0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206642 | -137015 | -200099 | -127548 | -65983 | -132430 |
Profit Factor | 1.4484 | 1.7136 | 1.1828 | 1.1495 | 1.2652 | 1.0124 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 48.2558 | 44.186 | 52.3256 | 48.2558 | 44.186 | 52.3256 |
Ratio Avg Win / Avg Loss | 1.5531 | 2.1645 | 1.0776 | 1.2326 | 1.5982 | 0.9224 |
Largest Winning Trade | 195282 | 195282 | 54215 | 77692 | 77692 | 38349 |
Largest Losing Trade | -58234 | -42157 | -58234 | -52824 | -50822 | -52824 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 65 | 68 | 62 | 65 | 68 | 62 |
Avg Bars in Losers | 40 | 42 | 38 | 40 | 42 | 38 |
Bars Traded | 9039 | 4641 | 4398 | 9039 | 4641 | 4398 |
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 | 356223 | 284232 | -159614 | -214057 | -160762 | -565389 |
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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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