Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554475.2367 | 420794.4395 | 133680.7972 | 1829807.3082 | 1047698.3801 | 782108.9281 |
Total P&L (%) | 554.4752 | 420.7944 | 133.6808 | 1829.8073 | 1047.6984 | 782.1089 |
Avg Daily Profit (%) | 0.2217 | 0.1682 | 0.0534 | 0.1184 | 0.0976 | 0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94815 | -125051 | -96502 | -2286723 | -2518645 | -1578409 |
Profit Factor | 1.6496 | 1.9941 | 1.3107 | 1.1186 | 1.133 | 1.1036 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
Profitability (%) | 45.0495 | 40.5941 | 49.505 | 45.0495 | 40.5941 | 49.505 |
Ratio Avg Win / Avg Loss | 2.0121 | 2.9182 | 1.3369 | 1.3644 | 1.658 | 1.1256 |
Largest Winning Trade | 100475 | 100475 | 52301 | 1429611 | 1429611 | 915278 |
Largest Losing Trade | -37414 | -18485 | -37414 | -1127659 | -506124 | -1127659 |
Avg Bars in Trades | 73 | 75 | 71 | 73 | 75 | 71 |
Avg Bars in Winners | 110 | 118 | 103 | 110 | 118 | 103 |
Avg Bars in Losers | 43 | 46 | 39 | 43 | 46 | 39 |
Bars Traded | 14864 | 7657 | 7205 | 14864 | 7657 | 7205 |
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 | 377252 | 259037 | -121876 | -125483 | -139358 | -183374 |
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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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