Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570378.8497 | 436804.9088 | 133573.9409 | 1438322.8973 | 747701.8397 | 690621.0576 |
Total P&L (%) | 570.3789 | 436.8049 | 133.5739 | 1438.3229 | 747.7018 | 690.6211 |
Avg Daily Profit (%) | 0.3196 | 0.2448 | 0.0748 | 0.1533 | 0.1198 | 0.1159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86038 | -89842 | -69206 | -3172241 | -2416582 | -1939842 |
Profit Factor | 1.554 | 1.8066 | 1.2736 | 1.0713 | 1.0694 | 1.0735 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 38.961 | 36.2069 | 41.7391 | 38.961 | 36.2069 | 41.7391 |
Ratio Avg Win / Avg Loss | 2.4345 | 3.1831 | 1.7778 | 1.6784 | 1.8842 | 1.4984 |
Largest Winning Trade | 121452 | 121452 | 68054 | 1461995 | 1461995 | 1024992 |
Largest Losing Trade | -23348 | -19509 | -23348 | -457801 | -448793 | -457801 |
Avg Bars in Trades | 45 | 44 | 47 | 45 | 44 | 47 |
Avg Bars in Winners | 80 | 80 | 80 | 80 | 80 | 80 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 10614 | 5207 | 5407 | 10614 | 5207 | 5407 |
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 | 314021 | 209550 | -95440 | -136420 | -181288 | -180974 |
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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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