Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809834.4927 | 620327.1402 | 189507.3525 | 760105.1165 | 230589.1356 | 529515.9809 |
Total P&L (%) | 809.8345 | 620.3271 | 189.5074 | 760.1051 | 230.5891 | 529.516 |
Avg Daily Profit (%) | 0.55 | 0.4213 | 0.1287 | 0.1462 | 0.0812 | 0.125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71550 | -146576 | -69206 | -516941 | -667816 | -404625 |
Profit Factor | 1.8216 | 2.0951 | 1.452 | 1.1487 | 1.0783 | 1.2445 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 79 | 32 | 47 | 79 | 32 | 47 |
Losing Trades | 140 | 78 | 62 | 140 | 78 | 62 |
Profitability (%) | 36.0731 | 29.0909 | 43.1193 | 36.0731 | 29.0909 | 43.1193 |
Ratio Avg Win / Avg Loss | 3.2281 | 5.1069 | 1.9154 | 2.0357 | 2.6284 | 1.6417 |
Largest Winning Trade | 518051 | 518051 | 29290 | 507948 | 507948 | 242242 |
Largest Losing Trade | -33820 | -33820 | -31352 | -192715 | -173058 | -192715 |
Avg Bars in Trades | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Winners | 67 | 76 | 62 | 67 | 76 | 62 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 8709 | 4501 | 4208 | 8709 | 4501 | 4208 |
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 | 367740 | 67205 | -22025 | -57466 | -229819 | -27778 |
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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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