Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895073.7925 | 738655.5329 | 156418.2596 | 1602100.1288 | 42722.7005 | 1559377.4282 |
Total P&L (%) | 895.0738 | 738.6555 | 156.4183 | 1602.1001 | 42.7227 | 1559.3774 |
Avg Daily Profit (%) | 0.4825 | 0.3982 | 0.0843 | 0.1529 | 0.0192 | 0.1515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81317 | -111413 | -55266 | -1135768 | -1312178 | -819081 |
Profit Factor | 2.4156 | 3.1974 | 1.5282 | 1.2049 | 1.0098 | 1.4512 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 46.8571 | 42.0455 | 51.7241 | 46.8571 | 42.0455 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.7397 | 4.4073 | 1.4263 | 1.3665 | 1.3919 | 1.3544 |
Largest Winning Trade | 643069 | 643069 | 68366 | 1240030 | 1240030 | 635460 |
Largest Losing Trade | -35804 | -22285 | -35804 | -662398 | -348748 | -662398 |
Avg Bars in Trades | 61 | 49 | 73 | 61 | 49 | 73 |
Avg Bars in Winners | 95 | 79 | 108 | 95 | 79 | 108 |
Avg Bars in Losers | 31 | 27 | 36 | 31 | 27 | 36 |
Bars Traded | 10736 | 4324 | 6412 | 10736 | 4324 | 6412 |
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 | 530969 | 447496 | -78995 | 245967 | -382381 | 307196 |
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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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