Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681776.8378 | 509233.7658 | 172543.072 | 2947364.4591 | 994386.7326 | 1952977.7266 |
Total P&L (%) | 681.7768 | 509.2338 | 172.5431 | 2947.3645 | 994.3867 | 1952.9777 |
Avg Daily Profit (%) | 0.4214 | 0.3147 | 0.1066 | 0.2114 | 0.148 | 0.1869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98556 | -94099 | -144246 | -3309709 | -3136412 | -1028155 |
Profit Factor | 1.7358 | 2.1205 | 1.3655 | 1.2746 | 1.1535 | 1.459 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 50.9346 | 46.729 | 55.1402 | 50.9346 | 46.729 | 55.1402 |
Ratio Avg Win / Avg Loss | 1.6721 | 2.4174 | 1.1109 | 1.2278 | 1.315 | 1.187 |
Largest Winning Trade | 100786 | 100786 | 64982 | 1571456 | 1571456 | 1164205 |
Largest Losing Trade | -42831 | -33791 | -42831 | -1555332 | -1555332 | -564496 |
Avg Bars in Trades | 89 | 76 | 102 | 89 | 76 | 102 |
Avg Bars in Winners | 105 | 77 | 128 | 105 | 77 | 128 |
Avg Bars in Losers | 72 | 75 | 69 | 72 | 75 | 69 |
Bars Traded | 19069 | 8145 | 10924 | 19069 | 8145 | 10924 |
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 | 520613 | 414353 | -49738 | 334983 | -48284 | 337623 |
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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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