Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611747.6439 | 441180.0576 | 170567.5863 | 373916.5254 | 292386.8872 | 81529.6382 |
Total P&L (%) | 611.7476 | 441.1801 | 170.5676 | 373.9165 | 292.3869 | 81.5296 |
Avg Daily Profit (%) | 0.4139 | 0.2985 | 0.1154 | 0.1053 | 0.0925 | 0.0404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73537 | -122054 | -79624 | -683294 | -748889 | -332028 |
Profit Factor | 1.565 | 1.7955 | 1.323 | 1.0856 | 1.1288 | 1.0389 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 89 | 36 | 53 | 89 | 36 | 53 |
Losing Trades | 133 | 75 | 58 | 133 | 75 | 58 |
Profitability (%) | 40.0901 | 32.4324 | 47.7477 | 40.0901 | 32.4324 | 47.7477 |
Ratio Avg Win / Avg Loss | 2.3387 | 3.7406 | 1.4478 | 1.6223 | 2.3516 | 1.1369 |
Largest Winning Trade | 320273 | 320273 | 39935 | 462393 | 462393 | 176147 |
Largest Losing Trade | -51450 | -33759 | -51450 | -187977 | -187977 | -173879 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 2917 | 1332 | 1585 | 2917 | 1332 | 1585 |
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 | 369584 | 182000 | -39567 | -180040 | -153988 | -317634 |
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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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