Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795052.0287 | 648977.8136 | 146074.2151 | 1297962.508 | 147591.8407 | 1150370.6673 |
Total P&L (%) | 795.052 | 648.9778 | 146.0742 | 1297.9625 | 147.5918 | 1150.3707 |
Avg Daily Profit (%) | 0.4228 | 0.3451 | 0.0777 | 0.1404 | 0.0482 | 0.1344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84871 | -67678 | -44304 | -1015516 | -871323 | -408937 |
Profit Factor | 2.3522 | 2.8865 | 1.5988 | 1.2477 | 1.0454 | 1.5778 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 38.75 | 33.75 | 43.75 | 38.75 | 33.75 | 43.75 |
Ratio Avg Win / Avg Loss | 3.718 | 5.6661 | 2.0556 | 1.9722 | 2.0522 | 2.0286 |
Largest Winning Trade | 564317 | 564317 | 46869 | 855905 | 855905 | 368373 |
Largest Losing Trade | -29943 | -29943 | -16292 | -426835 | -426835 | -236865 |
Avg Bars in Trades | 69 | 62 | 76 | 69 | 62 | 76 |
Avg Bars in Winners | 122 | 116 | 126 | 122 | 116 | 126 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 11149 | 5009 | 6140 | 11149 | 5009 | 6140 |
Profit Streak | 0 | 0 | 7.3944 | 0 | 0 | 7.3944 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391864 | -10988 | -106539 | -7905 | -323719 | -30597 |
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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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