Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613304.8592 | 425305.9571 | 187998.9021 | 2564478.893 | 1270243.2922 | 1294235.6008 |
Total P&L (%) | 613.3049 | 425.306 | 187.9989 | 2564.4789 | 1270.2433 | 1294.2356 |
Avg Daily Profit (%) | 0.3507 | 0.2432 | 0.1075 | 0.1879 | 0.1498 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83542 | -89625 | -66341 | -350211 | -293407 | -298450 |
Profit Factor | 1.9073 | 2.6641 | 1.4472 | 1.9694 | 2.1664 | 1.8315 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Losing Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Profitability (%) | 35.122 | 37.8641 | 32.3529 | 35.122 | 37.8641 | 32.3529 |
Ratio Avg Win / Avg Loss | 3.5231 | 4.3718 | 3.0259 | 3.6378 | 3.5552 | 3.8295 |
Largest Winning Trade | 236008 | 236008 | 76755 | 575957 | 441845 | 575957 |
Largest Losing Trade | -22554 | -22554 | -17530 | -123527 | -123527 | -103821 |
Avg Bars in Trades | 24 | 10 | 39 | 24 | 10 | 39 |
Avg Bars in Winners | 57 | 19 | 101 | 57 | 19 | 101 |
Avg Bars in Losers | 7 | 4 | 10 | 7 | 4 | 10 |
Bars Traded | 5120 | 1062 | 4057 | 5120 | 1062 | 4057 |
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 | 306422 | 300610 | -54538 | 260643 | 241475 | 142085 |
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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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