Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710695.6893 | 573064.5318 | 137631.1575 | 738390.9823 | 1397524.2108 | -659133.2285 |
Total P&L (%) | 710.6957 | 573.0645 | 137.6312 | 738.391 | 1397.5242 | -659.1332 |
Avg Daily Profit (%) | 0.3778 | 0.3047 | 0.0732 | 0.1131 | 0.144 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -283260 | -123239 | -192188 | -1697372 | -776702 | -1034543 |
Profit Factor | 1.6933 | 2.1339 | 1.2649 | 1.1561 | 1.648 | 0.7439 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 102 | 46 | 56 | 102 | 46 | 56 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 47.4419 | 42.5926 | 52.3364 | 47.4419 | 42.5926 | 52.3364 |
Ratio Avg Win / Avg Loss | 1.876 | 2.8761 | 1.1519 | 1.2808 | 2.2212 | 0.6775 |
Largest Winning Trade | 277039 | 277039 | 74133 | 718221 | 718221 | 207045 |
Largest Losing Trade | -39241 | -39241 | -34110 | -444079 | -424522 | -444079 |
Avg Bars in Trades | 103 | 95 | 111 | 103 | 95 | 111 |
Avg Bars in Winners | 138 | 134 | 142 | 138 | 134 | 142 |
Avg Bars in Losers | 71 | 67 | 77 | 71 | 67 | 77 |
Bars Traded | 22268 | 10365 | 11903 | 22268 | 10365 | 11903 |
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 | 464282 | 354370 | -95340 | -90270 | -428 | -580744 |
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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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