Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638092.1442 | 536543.7839 | 101548.3602 | 700116.1565 | 431328.9124 | 268787.2441 |
Total P&L (%) | 638.0921 | 536.5438 | 101.5484 | 700.1162 | 431.3289 | 268.7872 |
Avg Daily Profit (%) | 0.3403 | 0.2861 | 0.0542 | 0.111 | 0.0891 | 0.0696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71273 | -57373 | -68890 | -1082197 | -832341 | -388510 |
Profit Factor | 1.9944 | 2.5866 | 1.3346 | 1.1687 | 1.1916 | 1.1415 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Profitability (%) | 35.0427 | 34.188 | 35.8974 | 35.0427 | 34.188 | 35.8974 |
Ratio Avg Win / Avg Loss | 3.697 | 4.9793 | 2.3832 | 2.1663 | 2.2937 | 2.0384 |
Largest Winning Trade | 487029 | 487029 | 56543 | 872588 | 872588 | 370696 |
Largest Losing Trade | -33662 | -33662 | -18282 | -200265 | -200265 | -166549 |
Avg Bars in Trades | 23 | 18 | 29 | 23 | 18 | 29 |
Avg Bars in Winners | 55 | 40 | 69 | 55 | 40 | 69 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 5531 | 2124 | 3407 | 5531 | 2124 | 3407 |
Profit Streak | 0 | 14.1996 | 0 | 0 | 14.1996 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313616 | 294689 | -124649 | -82661 | -88229 | -169191 |
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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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