Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575645.2337 | 428262.6128 | 147382.6209 | 1114777.6751 | 1028587.2686 | 86190.4065 |
Total P&L (%) | 575.6452 | 428.2626 | 147.3826 | 1114.7777 | 1028.5873 | 86.1904 |
Avg Daily Profit (%) | 0.3119 | 0.232 | 0.0799 | 0.1354 | 0.1314 | 0.0337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126555 | -103647 | -100165 | -1371669 | -1027309 | -799859 |
Profit Factor | 1.5112 | 1.7892 | 1.2526 | 1.1377 | 1.2631 | 1.0206 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 159 | 85 | 74 | 159 | 85 | 74 |
Profitability (%) | 39.5437 | 35.6061 | 43.5115 | 39.5437 | 35.6061 | 43.5115 |
Ratio Avg Win / Avg Loss | 2.3104 | 3.2358 | 1.6262 | 1.7394 | 2.2843 | 1.325 |
Largest Winning Trade | 121182 | 121182 | 62575 | 945102 | 945102 | 316601 |
Largest Losing Trade | -37005 | -20205 | -37005 | -307529 | -222065 | -307529 |
Avg Bars in Trades | 82 | 84 | 81 | 82 | 84 | 81 |
Avg Bars in Winners | 130 | 137 | 124 | 130 | 137 | 124 |
Avg Bars in Losers | 51 | 54 | 47 | 51 | 54 | 47 |
Bars Traded | 21736 | 11111 | 10625 | 21736 | 11111 | 10625 |
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 | 316411 | 197514 | -88164 | -82472 | -22033 | -348491 |
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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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