Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486846.23 | 287697.0822 | 199149.1478 | 1277114.808 | 1085001.3773 | 192113.4306 |
Total P&L (%) | 486.8462 | 287.6971 | 199.1491 | 1277.1148 | 1085.0014 | 192.1134 |
Avg Daily Profit (%) | 0.3557 | 0.2102 | 0.1455 | 0.1918 | 0.1808 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118024 | -58629 | -82508 | -554027 | -204013 | -614892 |
Profit Factor | 1.5411 | 1.7669 | 1.3797 | 1.3398 | 1.854 | 1.0772 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 130 | 61 | 69 | 130 | 61 | 69 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 60.1852 | 56.4815 | 63.8889 | 60.1852 | 56.4815 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.0195 | 1.3614 | 0.7798 | 0.8863 | 1.4285 | 0.6089 |
Largest Winning Trade | 45165 | 39039 | 45165 | 308776 | 308776 | 224782 |
Largest Losing Trade | -54933 | -25166 | -54933 | -430337 | -204013 | -430337 |
Avg Bars in Trades | 24 | 19 | 30 | 24 | 19 | 30 |
Avg Bars in Winners | 26 | 19 | 32 | 26 | 19 | 32 |
Avg Bars in Losers | 22 | 19 | 26 | 22 | 19 | 26 |
Bars Traded | 5371 | 2105 | 3266 | 5371 | 2105 | 3266 |
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 | 476563 | 388756 | 58587 | 336842 | 400761 | -224059 |
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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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