Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692121.0785 | 649764.5205 | 42356.5581 | -32762.637 | -20757.4745 | -12005.1624 |
Total P&L (%) | 692.1211 | 649.7645 | 42.3566 | -32.7626 | -20.7575 | -12.0052 |
Avg Daily Profit (%) | 0.4331 | 0.4066 | 0.0265 | -0.0248 | -0.0146 | -0.008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205428 | -163779 | -181780 | -1024285 | -649718 | -719340 |
Profit Factor | 1.6616 | 2.1294 | 1.09 | 0.9883 | 0.9851 | 0.9915 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 88 | 38 | 50 | 88 | 38 | 50 |
Losing Trades | 125 | 69 | 56 | 125 | 69 | 56 |
Profitability (%) | 41.3146 | 35.514 | 47.1698 | 41.3146 | 35.514 | 47.1698 |
Ratio Avg Win / Avg Loss | 2.3603 | 3.8666 | 1.2208 | 1.4039 | 1.7887 | 1.1105 |
Largest Winning Trade | 503577 | 503577 | 56338 | 358807 | 358807 | 320259 |
Largest Losing Trade | -73499 | -42502 | -73499 | -446789 | -170678 | -446789 |
Avg Bars in Trades | 88 | 74 | 102 | 88 | 74 | 102 |
Avg Bars in Winners | 147 | 131 | 160 | 147 | 131 | 160 |
Avg Bars in Losers | 46 | 43 | 50 | 46 | 43 | 50 |
Bars Traded | 18832 | 7998 | 10833 | 18832 | 7998 | 10833 |
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 | 392927 | 286233 | -282412 | -581374 | -583902 | -580483 |
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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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