Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756484.7781 | 604204.8087 | 152279.9694 | 571408.3541 | 642941.6886 | -71533.3345 |
Total P&L (%) | 756.4848 | 604.2048 | 152.28 | 571.4084 | 642.9417 | -71.5333 |
Avg Daily Profit (%) | 0.5123 | 0.4092 | 0.1031 | 0.129 | 0.1359 | -0.0851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100790 | -87018 | -75497 | -1001945 | -763539 | -547838 |
Profit Factor | 1.8239 | 2.3025 | 1.3352 | 1.1065 | 1.2527 | 0.9747 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 145 | 76 | 69 | 145 | 76 | 69 |
Profitability (%) | 30.9524 | 27.619 | 34.2857 | 30.9524 | 27.619 | 34.2857 |
Ratio Avg Win / Avg Loss | 4.0686 | 6.034 | 2.5591 | 2.4683 | 3.2829 | 1.8681 |
Largest Winning Trade | 410160 | 410160 | 66714 | 836816 | 836816 | 406480 |
Largest Losing Trade | -32863 | -17680 | -32863 | -345426 | -211359 | -345426 |
Avg Bars in Trades | 20 | 17 | 24 | 20 | 17 | 24 |
Avg Bars in Winners | 44 | 38 | 49 | 44 | 38 | 49 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 4368 | 1812 | 2556 | 4368 | 1812 | 2556 |
Profit Streak | 11.136 | 29.8027 | 0 | 11.136 | 29.8027 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315920 | -3055 | -60005 | -128018 | -27547 | -584108 |
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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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