Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473070.7292 | 328209.3649 | 144861.3644 | 296048.1199 | 73228.0596 | 222820.0603 |
Total P&L (%) | 473.0707 | 328.2094 | 144.8614 | 296.0481 | 73.2281 | 222.8201 |
Avg Daily Profit (%) | 0.27 | 0.1873 | 0.0827 | 0.0786 | 0.0314 | 0.0669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104767 | -136433 | -57181 | -360549 | -277316 | -194983 |
Profit Factor | 1.5521 | 1.6504 | 1.4113 | 1.1213 | 1.0522 | 1.2145 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 41.784 | 37.3832 | 46.2264 | 41.784 | 37.3832 | 46.2264 |
Ratio Avg Win / Avg Loss | 2.1625 | 2.7645 | 1.6418 | 1.5622 | 1.7625 | 1.4128 |
Largest Winning Trade | 190681 | 190681 | 57892 | 266921 | 266921 | 126688 |
Largest Losing Trade | -29827 | -29827 | -22612 | -104405 | -104405 | -93828 |
Avg Bars in Trades | 96 | 81 | 110 | 96 | 81 | 110 |
Avg Bars in Winners | 141 | 130 | 150 | 141 | 130 | 150 |
Avg Bars in Losers | 63 | 53 | 75 | 63 | 53 | 75 |
Bars Traded | 20469 | 8765 | 11704 | 20469 | 8765 | 11704 |
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 | 319498 | 196646 | -82437 | -176124 | -318141 | -105775 |
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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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