Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703451.866 | 503262.8032 | 200189.0628 | 2727127.6964 | 901239.2945 | 1825888.4019 |
Total P&L (%) | 703.4519 | 503.2628 | 200.1891 | 2727.1277 | 901.2393 | 1825.8884 |
Avg Daily Profit (%) | 0.3698 | 0.2646 | 0.1053 | 0.1759 | 0.1212 | 0.1556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109856 | -137963 | -96465 | -910531 | -1379275 | -675474 |
Profit Factor | 2.0367 | 2.2999 | 1.687 | 1.5533 | 1.2918 | 1.9921 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 36.5672 | 32.8358 | 40.2985 | 36.5672 | 32.8358 | 40.2985 |
Ratio Avg Win / Avg Loss | 3.533 | 4.7043 | 2.4992 | 2.6945 | 2.6423 | 2.9512 |
Largest Winning Trade | 191574 | 191574 | 56511 | 1080895 | 1046800 | 1080895 |
Largest Losing Trade | -26104 | -26104 | -23748 | -640954 | -640954 | -246482 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 99 | 109 | 91 | 99 | 109 | 91 |
Avg Bars in Losers | 28 | 34 | 21 | 28 | 34 | 21 |
Bars Traded | 7301 | 3986 | 3315 | 7301 | 3986 | 3315 |
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 | 305695 | -110664 | -170005 | 205391 | -153277 | -109287 |
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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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