Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636337.9428 | 550101.0623 | 86236.8805 | 689291.3285 | 547490.0981 | 141801.2304 |
Total P&L (%) | 636.3379 | 550.1011 | 86.2369 | 689.2913 | 547.4901 | 141.8012 |
Avg Daily Profit (%) | 0.2541 | 0.2196 | 0.0344 | 0.0825 | 0.0746 | 0.0353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145911 | -95094 | -105966 | -2281688 | -1663121 | -1512458 |
Profit Factor | 1.6067 | 2.0253 | 1.1683 | 1.0679 | 1.0982 | 1.031 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 52.8497 | 51.5464 | 54.1667 | 52.8497 | 51.5464 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.4335 | 1.9038 | 0.9886 | 0.9528 | 1.0323 | 0.8724 |
Largest Winning Trade | 125077 | 125077 | 62040 | 1096942 | 1096942 | 543151 |
Largest Losing Trade | -46922 | -36831 | -46922 | -605266 | -605266 | -509655 |
Avg Bars in Trades | 50 | 34 | 65 | 50 | 34 | 65 |
Avg Bars in Winners | 58 | 35 | 80 | 58 | 35 | 80 |
Avg Bars in Losers | 41 | 34 | 48 | 41 | 34 | 48 |
Bars Traded | 9712 | 3389 | 6323 | 9712 | 3389 | 6323 |
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 | 425163 | 430550 | -183663 | -228461 | -205524 | -333633 |
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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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