Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584200.552 | 416578.6404 | 167621.9116 | 128951.7944 | 186751.9973 | -57800.2029 |
Total P&L (%) | 584.2006 | 416.5786 | 167.6219 | 128.9518 | 186.752 | -57.8002 |
Avg Daily Profit (%) | 0.395 | 0.2817 | 0.1133 | 0.056 | 0.0713 | -0.0583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118807 | -119686 | -105041 | -322212 | -337724 | -272837 |
Profit Factor | 1.5998 | 1.8191 | 1.3602 | 1.0598 | 1.1707 | 0.9455 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Losing Trades | 79 | 47 | 32 | 79 | 47 | 32 |
Profitability (%) | 53.2544 | 44.7059 | 61.9048 | 53.2544 | 44.7059 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.4043 | 2.2499 | 0.837 | 0.9303 | 1.448 | 0.5819 |
Largest Winning Trade | 191423 | 191423 | 50588 | 208831 | 208831 | 73087 |
Largest Losing Trade | -79799 | -36607 | -79799 | -189324 | -166130 | -189324 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 2919 | 1459 | 1460 | 2919 | 1459 | 1460 |
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 | 475388 | 347843 | -41138 | -272885 | -132652 | -579008 |
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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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