Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019436.8104 | 801336.5574 | 218100.2531 | 1489184.3288 | 451768.3675 | 1037415.9613 |
Total P&L (%) | 1019.4368 | 801.3366 | 218.1003 | 1489.1843 | 451.7684 | 1037.416 |
Avg Daily Profit (%) | 0.6921 | 0.544 | 0.1481 | 0.1879 | 0.116 | 0.1652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180245 | -187517 | -43223 | -1024983 | -996526 | -404188 |
Profit Factor | 2.1472 | 2.342 | 1.7481 | 1.2621 | 1.1187 | 1.5533 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 101 | 40 | 61 | 101 | 40 | 61 |
Losing Trades | 104 | 63 | 41 | 104 | 63 | 41 |
Profitability (%) | 49.2683 | 38.835 | 59.8039 | 49.2683 | 38.835 | 59.8039 |
Ratio Avg Win / Avg Loss | 2.2109 | 3.6886 | 1.175 | 1.2996 | 1.7619 | 1.044 |
Largest Winning Trade | 629343 | 629343 | 45531 | 943355 | 943355 | 229326 |
Largest Losing Trade | -33389 | -33389 | -30805 | -432901 | -432901 | -309549 |
Avg Bars in Trades | 14 | 21 | 7 | 14 | 21 | 7 |
Avg Bars in Winners | 16 | 29 | 8 | 16 | 29 | 8 |
Avg Bars in Losers | 11 | 15 | 5 | 11 | 15 | 5 |
Bars Traded | 2910 | 2183 | 727 | 2910 | 2183 | 727 |
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 | 626190 | 399395 | 290990 | 318720 | -131325 | 382974 |
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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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