Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467608.1877 | 300667.4735 | 166940.7142 | 3372080.1626 | 3152627.271 | 219452.8916 |
Total P&L (%) | 467.6082 | 300.6675 | 166.9407 | 3372.0802 | 3152.6273 | 219.4529 |
Avg Daily Profit (%) | 0.4489 | 0.2886 | 0.1603 | 0.3411 | 0.3348 | 0.1116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43861 | -49647 | -42954 | -1456506 | -751842 | -1766988 |
Profit Factor | 2.0678 | 2.5892 | 1.6712 | 1.5574 | 2.3581 | 1.0589 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Losing Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Profitability (%) | 42.9907 | 46.729 | 39.2523 | 42.9907 | 46.729 | 39.2523 |
Ratio Avg Win / Avg Loss | 2.7421 | 2.9517 | 2.5865 | 2.0652 | 2.6882 | 1.6387 |
Largest Winning Trade | 69665 | 69665 | 47921 | 1570836 | 1570836 | 769256 |
Largest Losing Trade | -25074 | -12381 | -25074 | -458878 | -437383 | -458878 |
Avg Bars in Trades | 113 | 96 | 130 | 113 | 96 | 130 |
Avg Bars in Winners | 177 | 137 | 224 | 177 | 137 | 224 |
Avg Bars in Losers | 65 | 60 | 69 | 65 | 60 | 69 |
Bars Traded | 24296 | 10342 | 13954 | 24296 | 10342 | 13954 |
Profit Streak | 0 | 14.2705 | 0 | 0 | 14.2705 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434659 | 462584 | 215938 | 374611 | 475743 | -203185 |
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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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