Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502788.1395 | 319295.7103 | 183492.4292 | 737923.3572 | 957844.2212 | -219920.864 |
Total P&L (%) | 502.7881 | 319.2957 | 183.4924 | 737.9234 | 957.8442 | -219.9209 |
Avg Daily Profit (%) | 0.3382 | 0.2148 | 0.1234 | 0.1431 | 0.1588 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94492 | -84981 | -103385 | -1925470 | -1460141 | -977848 |
Profit Factor | 1.5981 | 1.7535 | 1.4402 | 1.0955 | 1.2448 | 0.9423 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 100 | 42 | 58 | 100 | 42 | 58 |
Losing Trades | 116 | 66 | 50 | 116 | 66 | 50 |
Profitability (%) | 46.2963 | 38.8889 | 53.7037 | 46.2963 | 38.8889 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.8538 | 2.7555 | 1.2415 | 1.2708 | 1.9561 | 0.8123 |
Largest Winning Trade | 125191 | 125191 | 63228 | 1536262 | 1536262 | 412587 |
Largest Losing Trade | -54013 | -22781 | -54013 | -489694 | -419058 | -489694 |
Avg Bars in Trades | 81 | 51 | 110 | 81 | 51 | 110 |
Avg Bars in Winners | 121 | 81 | 150 | 121 | 81 | 150 |
Avg Bars in Losers | 46 | 33 | 63 | 46 | 33 | 63 |
Bars Traded | 17541 | 5610 | 11931 | 17541 | 5610 | 11931 |
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 | 429331 | 233426 | -27095 | -117361 | 142384 | -580564 |
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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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