Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481116.0539 | 219138.0625 | 261977.9914 | 1602003.2542 | 454960.0775 | 1147043.1768 |
Total P&L (%) | 481.1161 | 219.1381 | 261.978 | 1602.0033 | 454.9601 | 1147.0432 |
Avg Daily Profit (%) | 0.3003 | 0.1368 | 0.1635 | 0.1771 | 0.107 | 0.1576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84719 | -72242 | -61336 | -2862222 | -1653215 | -2068260 |
Profit Factor | 1.5042 | 1.4545 | 1.5549 | 1.1132 | 1.0634 | 1.1645 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 153 | 80 | 73 | 153 | 80 | 73 |
Profitability (%) | 43.956 | 41.6058 | 46.3235 | 43.956 | 41.6058 | 46.3235 |
Ratio Avg Win / Avg Loss | 1.9178 | 2.0414 | 1.8017 | 1.4194 | 1.4925 | 1.3493 |
Largest Winning Trade | 89761 | 89761 | 39789 | 920918 | 920918 | 661203 |
Largest Losing Trade | -25461 | -19045 | -25461 | -818228 | -515711 | -818228 |
Avg Bars in Trades | 11 | 9 | 13 | 11 | 9 | 13 |
Avg Bars in Winners | 16 | 13 | 18 | 16 | 13 | 18 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 3121 | 1350 | 1771 | 3121 | 1350 | 1771 |
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 | 369959 | -11458 | 313787 | -88773 | -204031 | -33302 |
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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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