Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711774.786 | 505373.6209 | 206401.165 | 1873223.8134 | 528495.0843 | 1344728.7291 |
Total P&L (%) | 711.7748 | 505.3736 | 206.4012 | 1873.2238 | 528.4951 | 1344.7287 |
Avg Daily Profit (%) | 0.4075 | 0.2894 | 0.1182 | 0.1709 | 0.1053 | 0.153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106454 | -136548 | -62504 | -1574815 | -1106040 | -1163600 |
Profit Factor | 1.8612 | 2.0828 | 1.5737 | 1.2852 | 1.144 | 1.4639 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 103 | 43 | 60 | 103 | 43 | 60 |
Losing Trades | 119 | 68 | 51 | 119 | 68 | 51 |
Profitability (%) | 46.3964 | 38.7387 | 54.0541 | 46.3964 | 38.7387 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.1503 | 3.2937 | 1.3376 | 1.4848 | 1.8092 | 1.2443 |
Largest Winning Trade | 281795 | 281795 | 49705 | 928861 | 928861 | 556902 |
Largest Losing Trade | -31499 | -31499 | -25402 | -327041 | -281660 | -327041 |
Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Winners | 64 | 57 | 69 | 64 | 57 | 69 |
Avg Bars in Losers | 30 | 29 | 33 | 30 | 29 | 33 |
Bars Traded | 10311 | 4447 | 5864 | 10311 | 4447 | 5864 |
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 | 471758 | 292438 | -33210 | 271546 | -117610 | 323586 |
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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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