Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549791.8618 | 466017.6759 | 83774.1859 | 347800.7807 | 55635.5303 | 292165.2503 |
Total P&L (%) | 549.7919 | 466.0177 | 83.7742 | 347.8008 | 55.6355 | 292.1653 |
Avg Daily Profit (%) | 0.2195 | 0.1861 | 0.0334 | 0.0599 | 0.0177 | 0.0546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159403 | -168958 | -16523 | -1447188 | -1410822 | -83505 |
Profit Factor | 1.8094 | 1.8735 | 1.575 | 1.1007 | 1.0195 | 1.4878 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 59 | 22 | 37 | 59 | 22 | 37 |
Losing Trades | 70 | 42 | 28 | 70 | 42 | 28 |
Profitability (%) | 45.7364 | 34.375 | 56.9231 | 45.7364 | 34.375 | 56.9231 |
Ratio Avg Win / Avg Loss | 2.1468 | 3.5767 | 1.1919 | 1.306 | 1.9463 | 1.1259 |
Largest Winning Trade | 285467 | 285467 | 15454 | 888460 | 888460 | 92650 |
Largest Losing Trade | -31433 | -31433 | -17774 | -354699 | -354699 | -76371 |
Avg Bars in Trades | 57 | 105 | 10 | 57 | 105 | 10 |
Avg Bars in Winners | 71 | 173 | 11 | 71 | 173 | 11 |
Avg Bars in Losers | 45 | 70 | 9 | 45 | 70 | 9 |
Bars Traded | 7451 | 6772 | 679 | 7451 | 6772 | 679 |
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 | 371551 | -134476 | -276951 | -224002 | -513717 | -249315 |
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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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