Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1189606.8608 | 1070629.6463 | 118977.2146 | 669590.6064 | -144105.6931 | 813696.2995 |
Total P&L (%) | 1189.6069 | 1070.6296 | 118.9772 | 669.5906 | -144.1057 | 813.6963 |
Avg Daily Profit (%) | 0.639 | 0.5751 | 0.0639 | 0.1097 | 0 | 0.1189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149842 | -165419 | -57340 | -2984181 | -3197032 | -1767898 |
Profit Factor | 2.485 | 3.3255 | 1.3492 | 1.0488 | 0.9808 | 1.1312 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 50.4808 | 49.0385 | 51.9231 | 50.4808 | 49.0385 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.4376 | 3.4559 | 1.2493 | 1.0288 | 1.0193 | 1.0474 |
Largest Winning Trade | 1031445 | 1031445 | 59308 | 1242265 | 1242265 | 1064056 |
Largest Losing Trade | -48725 | -36582 | -48725 | -1703430 | -655757 | -1703430 |
Avg Bars in Trades | 34 | 40 | 29 | 34 | 40 | 29 |
Avg Bars in Winners | 46 | 53 | 39 | 46 | 53 | 39 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 7220 | 4164 | 3056 | 7220 | 4164 | 3056 |
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 | 636368 | 610221 | -106963 | -211885 | -579762 | -109854 |
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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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