Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641543.3238 | 538006.4562 | 103536.8676 | 427746.8552 | 206132.297 | 221614.5583 |
Total P&L (%) | 641.5433 | 538.0065 | 103.5369 | 427.7469 | 206.1323 | 221.6146 |
Avg Daily Profit (%) | 0.2728 | 0.2288 | 0.044 | 0.0708 | 0.0476 | 0.0497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117296 | -138622 | -153722 | -959408 | -1194834 | -795939 |
Profit Factor | 1.5905 | 2.0072 | 1.1874 | 1.0801 | 1.0725 | 1.0887 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 92 | 36 | 56 | 92 | 36 | 56 |
Losing Trades | 113 | 67 | 46 | 113 | 67 | 46 |
Profitability (%) | 44.878 | 34.9515 | 54.902 | 44.878 | 34.9515 | 54.902 |
Ratio Avg Win / Avg Loss | 1.9535 | 3.7357 | 0.9754 | 1.3266 | 1.9961 | 0.8942 |
Largest Winning Trade | 228643 | 228643 | 65030 | 658340 | 658340 | 313656 |
Largest Losing Trade | -48398 | -34006 | -48398 | -311022 | -311022 | -232421 |
Avg Bars in Trades | 45 | 36 | 53 | 45 | 36 | 53 |
Avg Bars in Winners | 68 | 58 | 75 | 68 | 58 | 75 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 9282 | 3783 | 5499 | 9282 | 3783 | 5499 |
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 | 385610 | 214777 | -149763 | -231806 | -275098 | -250877 |
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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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