Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779910.8121 | 666225.8106 | 113685.0014 | 413281.2703 | 447782.2231 | -34500.9528 |
Total P&L (%) | 779.9108 | 666.2258 | 113.685 | 413.2813 | 447.7822 | -34.501 |
Avg Daily Profit (%) | 0.4161 | 0.3555 | 0.0607 | 0.0873 | 0.0908 | -0.0226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141520 | -76957 | -147353 | -538505 | -192596 | -351428 |
Profit Factor | 1.7007 | 2.1333 | 1.2165 | 1.1729 | 1.3523 | 0.9692 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 129 | 70 | 59 | 129 | 70 | 59 |
Profitability (%) | 36.1386 | 30.6931 | 41.5842 | 36.1386 | 30.6931 | 41.5842 |
Ratio Avg Win / Avg Loss | 3.0053 | 4.817 | 1.7088 | 2.0727 | 3.0535 | 1.3614 |
Largest Winning Trade | 348109 | 348109 | 77507 | 436623 | 436623 | 149494 |
Largest Losing Trade | -47441 | -47441 | -36363 | -135226 | -94791 | -135226 |
Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Winners | 67 | 68 | 66 | 67 | 68 | 66 |
Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
Bars Traded | 7368 | 3546 | 3820 | 7368 | 3546 | 3820 |
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 | 315881 | 202702 | -114805 | -109904 | -78042 | -582669 |
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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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