Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835675.3344 | 636268.1734 | 199407.161 | 863798.3101 | 320341.2301 | 543457.08 |
Total P&L (%) | 835.6753 | 636.2682 | 199.4072 | 863.7983 | 320.3412 | 543.4571 |
Avg Daily Profit (%) | 0.5673 | 0.432 | 0.1354 | 0.1539 | 0.0975 | 0.1265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121663 | -173732 | -64501 | -972886 | -896704 | -526408 |
Profit Factor | 1.872 | 2.1612 | 1.4859 | 1.1665 | 1.1069 | 1.248 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 67 | 25 | 42 | 67 | 25 | 42 |
Losing Trades | 154 | 86 | 68 | 154 | 86 | 68 |
Profitability (%) | 30.3167 | 22.5225 | 38.1818 | 30.3167 | 22.5225 | 38.1818 |
Ratio Avg Win / Avg Loss | 4.3028 | 7.4346 | 2.4057 | 2.6812 | 3.8077 | 2.0206 |
Largest Winning Trade | 452936 | 452936 | 36622 | 844794 | 844794 | 277923 |
Largest Losing Trade | -30805 | -17450 | -30805 | -243183 | -232422 | -243183 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 2905 | 1341 | 1564 | 2905 | 1341 | 1564 |
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 | 306372 | -26583 | -14555 | -34838 | -205306 | -27469 |
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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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