Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573749.1569 | 347219.638 | 226529.5189 | 2294701.4871 | 1945048.7068 | 349652.7803 |
Total P&L (%) | 573.7492 | 347.2196 | 226.5295 | 2294.7015 | 1945.0487 | 349.6528 |
Avg Daily Profit (%) | 0.3419 | 0.2069 | 0.135 | 0.1894 | 0.18 | 0.0896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81109 | -69530 | -58350 | -3258407 | -1103843 | -2314528 |
Profit Factor | 1.9276 | 2.0248 | 1.8099 | 1.2297 | 1.4436 | 1.0624 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Profitability (%) | 40.5738 | 39.3443 | 41.8033 | 40.5738 | 39.3443 | 41.8033 |
Ratio Avg Win / Avg Loss | 2.8232 | 3.1215 | 2.5196 | 1.801 | 2.2256 | 1.479 |
Largest Winning Trade | 203616 | 203616 | 50548 | 1245634 | 1245634 | 933228 |
Largest Losing Trade | -20710 | -20710 | -15829 | -680698 | -422764 | -680698 |
Avg Bars in Trades | 81 | 68 | 94 | 81 | 68 | 94 |
Avg Bars in Winners | 139 | 116 | 162 | 139 | 116 | 162 |
Avg Bars in Losers | 41 | 37 | 45 | 41 | 37 | 45 |
Bars Traded | 19818 | 8324 | 11494 | 19818 | 8324 | 11494 |
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 | 378795 | 257549 | -12800 | 227645 | 200361 | -228663 |
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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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