Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523985.3918 | 289517.4089 | 234467.9829 | 2336671.6575 | 550523.3623 | 1786148.2952 |
Total P&L (%) | 523.9854 | 289.5174 | 234.468 | 2336.6717 | 550.5234 | 1786.1483 |
Avg Daily Profit (%) | 0.2203 | 0.1217 | 0.0986 | 0.1344 | 0.0788 | 0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142122 | -59947 | -92268 | -1657155 | -1150574 | -1343482 |
Profit Factor | 1.6417 | 1.747 | 1.5465 | 1.28 | 1.1283 | 1.4405 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 165 | 75 | 90 | 165 | 75 | 90 |
Losing Trades | 97 | 56 | 41 | 97 | 56 | 41 |
Profitability (%) | 62.9771 | 57.2519 | 68.7023 | 62.9771 | 57.2519 | 68.7023 |
Ratio Avg Win / Avg Loss | 0.9651 | 1.3045 | 0.7045 | 0.7525 | 0.8424 | 0.6562 |
Largest Winning Trade | 58120 | 58120 | 39005 | 461318 | 461318 | 402753 |
Largest Losing Trade | -49525 | -39754 | -49525 | -1017921 | -499050 | -1017921 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Losers | 47 | 38 | 61 | 47 | 38 | 61 |
Bars Traded | 9132 | 4192 | 4940 | 9132 | 4192 | 4940 |
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 | 417428 | -27558 | -59214 | -11897 | -167719 | -26127 |
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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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