Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406608.0627 | 252532.4089 | 154075.6537 | 522446.1744 | 584102.825 | -61656.6506 |
Total P&L (%) | 406.6081 | 252.5324 | 154.0757 | 522.4462 | 584.1028 | -61.6567 |
Avg Daily Profit (%) | 0.2985 | 0.1854 | 0.1131 | 0.1343 | 0.1413 | -0.0703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108193 | -81723 | -53193 | -768461 | -529033 | -407759 |
Profit Factor | 1.5073 | 1.6096 | 1.3979 | 1.1586 | 1.3566 | 0.9628 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Profitability (%) | 41.0138 | 38.5321 | 43.5185 | 41.0138 | 38.5321 | 43.5185 |
Ratio Avg Win / Avg Loss | 2.1679 | 2.5677 | 1.8144 | 1.6663 | 2.1641 | 1.2496 |
Largest Winning Trade | 124371 | 124371 | 55669 | 316599 | 316599 | 198025 |
Largest Losing Trade | -22145 | -20825 | -22145 | -181463 | -121035 | -181463 |
Avg Bars in Trades | 73 | 56 | 90 | 73 | 56 | 90 |
Avg Bars in Winners | 120 | 82 | 154 | 120 | 82 | 154 |
Avg Bars in Losers | 41 | 41 | 40 | 41 | 41 | 40 |
Bars Traded | 15968 | 6203 | 9765 | 15968 | 6203 | 9765 |
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 | 308371 | 209482 | -43004 | -60631 | -7239 | -581898 |
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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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