Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837559.8852 | 783941.3294 | 53618.5557 | 90666.3988 | -16220.0592 | 106886.458 |
Total P&L (%) | 837.5599 | 783.9413 | 53.6186 | 90.6664 | -16.2201 | 106.8865 |
Avg Daily Profit (%) | 0.363 | 0.3398 | 0.0232 | 0.028 | -0.0077 | 0.0315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266587 | -122589 | -304627 | -532903 | -442589 | -113808 |
Profit Factor | 1.5963 | 2.0448 | 1.0819 | 1.0732 | 0.9806 | 1.2646 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 136 | 73 | 63 | 136 | 73 | 63 |
Profitability (%) | 38.7387 | 34.2342 | 43.2432 | 38.7387 | 34.2342 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.5243 | 3.9282 | 1.42 | 1.6972 | 1.8837 | 1.6598 |
Largest Winning Trade | 416760 | 416760 | 43981 | 399369 | 399369 | 81684 |
Largest Losing Trade | -35261 | -35261 | -31295 | -128852 | -128852 | -52566 |
Avg Bars in Trades | 61 | 68 | 54 | 61 | 68 | 54 |
Avg Bars in Winners | 92 | 108 | 78 | 92 | 108 | 78 |
Avg Bars in Losers | 42 | 46 | 36 | 42 | 46 | 36 |
Bars Traded | 13635 | 7558 | 6077 | 13635 | 7558 | 6077 |
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 | 331886 | 242248 | -296189 | -297599 | -584390 | -152694 |
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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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