Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806771.3424 | 646421.7932 | 160349.5492 | 312368.0027 | 144957.1809 | 167410.8218 |
Total P&L (%) | 806.7713 | 646.4218 | 160.3495 | 312.368 | 144.9572 | 167.4108 |
Avg Daily Profit (%) | 0.5427 | 0.4348 | 0.1079 | 0.0953 | 0.0603 | 0.0662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114907 | -130083 | -99364 | -1295512 | -1260093 | -1243258 |
Profit Factor | 1.7618 | 2.0848 | 1.3462 | 1.0353 | 1.0301 | 1.0415 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 88 | 37 | 51 | 88 | 37 | 51 |
Losing Trades | 122 | 68 | 54 | 122 | 68 | 54 |
Profitability (%) | 41.9048 | 35.2381 | 48.5714 | 41.9048 | 35.2381 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.4424 | 3.8316 | 1.4254 | 1.4353 | 1.8931 | 1.1028 |
Largest Winning Trade | 622775 | 622775 | 36535 | 933184 | 933184 | 304358 |
Largest Losing Trade | -45818 | -36517 | -45818 | -441765 | -441765 | -390059 |
Avg Bars in Trades | 83 | 81 | 85 | 83 | 81 | 85 |
Avg Bars in Winners | 119 | 122 | 118 | 119 | 122 | 118 |
Avg Bars in Losers | 57 | 59 | 54 | 57 | 59 | 54 |
Bars Traded | 17520 | 8547 | 8973 | 17520 | 8547 | 8973 |
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 | 441293 | 287758 | -49459 | -249448 | -304766 | -280283 |
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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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