Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705657.4361 | 576032.0652 | 129625.3709 | 388710.1372 | 448058.1966 | -59348.0595 |
Total P&L (%) | 705.6574 | 576.0321 | 129.6254 | 388.7101 | 448.0582 | -59.3481 |
Avg Daily Profit (%) | 0.4427 | 0.3614 | 0.0813 | 0.0996 | 0.1068 | -0.0565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97768 | -67465 | -108861 | -389578 | -322710 | -389307 |
Profit Factor | 1.6878 | 2.0094 | 1.2847 | 1.141 | 1.3205 | 0.9563 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 108 | 47 | 61 | 108 | 47 | 61 |
Losing Trades | 108 | 61 | 47 | 108 | 61 | 47 |
Profitability (%) | 50 | 43.5185 | 56.4815 | 50 | 43.5185 | 56.4815 |
Ratio Avg Win / Avg Loss | 1.6878 | 2.6079 | 0.9899 | 1.141 | 1.7139 | 0.7368 |
Largest Winning Trade | 297804 | 297804 | 56632 | 440117 | 440117 | 116198 |
Largest Losing Trade | -62845 | -39834 | -62845 | -195269 | -103063 | -195269 |
Avg Bars in Trades | 87 | 81 | 93 | 87 | 81 | 93 |
Avg Bars in Winners | 107 | 102 | 111 | 107 | 102 | 111 |
Avg Bars in Losers | 66 | 64 | 69 | 66 | 64 | 69 |
Bars Traded | 18833 | 8771 | 10062 | 18833 | 8771 | 10062 |
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 | 519856 | 376130 | -85480 | -124328 | -51895 | -580204 |
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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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