Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529909.2172 | 453413.7755 | 76495.4417 | 594258.4724 | 351055.2599 | 243203.2125 |
Total P&L (%) | 529.9092 | 453.4138 | 76.4954 | 594.2585 | 351.0553 | 243.2032 |
Avg Daily Profit (%) | 0.2259 | 0.1933 | 0.0326 | 0.0826 | 0.0642 | 0.0526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99144 | -72155 | -111546 | -649108 | -342780 | -437982 |
Profit Factor | 1.609 | 2.1097 | 1.1657 | 1.1864 | 1.2349 | 1.1436 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 47.7833 | 48.0392 | 47.5248 | 47.7833 | 48.0392 | 47.5248 |
Ratio Avg Win / Avg Loss | 1.7583 | 2.2819 | 1.2872 | 1.2965 | 1.3357 | 1.2628 |
Largest Winning Trade | 232985 | 232985 | 70314 | 406660 | 406660 | 232745 |
Largest Losing Trade | -33015 | -27141 | -33015 | -363642 | -167600 | -363642 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 6995 | 3225 | 3770 | 6995 | 3225 | 3770 |
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 | 414188 | 379100 | -188802 | -97498 | -108521 | -186488 |
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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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