Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943309.9224 | 887384.1085 | 55925.8139 | 344645.6878 | -4626.6571 | 349272.345 |
Total P&L (%) | 943.3099 | 887.3841 | 55.9258 | 344.6457 | -4.6267 | 349.2723 |
Avg Daily Profit (%) | 0.4079 | 0.3837 | 0.0242 | 0.0645 | -0.002 | 0.065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147166 | -118260 | -194353 | -1502318 | -1075796 | -805405 |
Profit Factor | 1.7266 | 2.3863 | 1.085 | 1.0559 | 0.9986 | 1.1206 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 129 | 70 | 59 | 129 | 70 | 59 |
Profitability (%) | 37.0732 | 32.0388 | 42.1569 | 37.0732 | 32.0388 | 42.1569 |
Ratio Avg Win / Avg Loss | 2.9307 | 5.0618 | 1.4887 | 1.7922 | 2.1182 | 1.5376 |
Largest Winning Trade | 512702 | 512702 | 66392 | 783190 | 783190 | 475281 |
Largest Losing Trade | -33887 | -32068 | -33887 | -310968 | -310968 | -263172 |
Avg Bars in Trades | 32 | 31 | 34 | 32 | 31 | 34 |
Avg Bars in Winners | 61 | 63 | 59 | 61 | 63 | 59 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 6707 | 3207 | 3500 | 6707 | 3207 | 3500 |
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 | 328796 | 248000 | -291884 | -268650 | -585264 | -196215 |
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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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