Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708472.1876 | 570130.3998 | 138341.7878 | 428665.2373 | 45068.2388 | 383596.9985 |
Total P&L (%) | 708.4722 | 570.1304 | 138.3418 | 428.6652 | 45.0682 | 383.597 |
Avg Daily Profit (%) | 0.4059 | 0.3266 | 0.0793 | 0.0954 | 0.0213 | 0.0903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144347 | -173896 | -58719 | -757383 | -834247 | -469581 |
Profit Factor | 1.7695 | 2.1678 | 1.3199 | 1.0904 | 1.0181 | 1.1706 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 88 | 36 | 52 | 88 | 36 | 52 |
Losing Trades | 121 | 69 | 52 | 121 | 69 | 52 |
Profitability (%) | 42.1053 | 34.2857 | 50 | 42.1053 | 34.2857 | 50 |
Ratio Avg Win / Avg Loss | 2.4331 | 4.155 | 1.3199 | 1.4993 | 1.9513 | 1.1706 |
Largest Winning Trade | 469456 | 469456 | 51858 | 630387 | 630387 | 228094 |
Largest Losing Trade | -38814 | -27504 | -38814 | -335075 | -152061 | -335075 |
Avg Bars in Trades | 98 | 85 | 111 | 98 | 85 | 111 |
Avg Bars in Winners | 140 | 124 | 151 | 140 | 124 | 151 |
Avg Bars in Losers | 67 | 65 | 71 | 67 | 65 | 71 |
Bars Traded | 20591 | 8972 | 11619 | 20591 | 8972 | 11619 |
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 | 402370 | 246910 | -87198 | -188571 | -372062 | -105489 |
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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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