Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534702.7925 | 398171.0693 | 136531.7232 | 630550.6419 | 274538.1148 | 356012.5272 |
Total P&L (%) | 534.7028 | 398.1711 | 136.5317 | 630.5506 | 274.5381 | 356.0125 |
Avg Daily Profit (%) | 0.3016 | 0.2246 | 0.077 | 0.1122 | 0.0745 | 0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152729 | -72469 | -133403 | -511291 | -813223 | -535061 |
Profit Factor | 1.5354 | 1.8366 | 1.2612 | 1.1349 | 1.1215 | 1.1475 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 127 | 58 | 69 | 127 | 58 | 69 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 60.7656 | 55.2381 | 66.3462 | 60.7656 | 55.2381 | 66.3462 |
Ratio Avg Win / Avg Loss | 0.9913 | 1.4883 | 0.6397 | 0.7328 | 0.9088 | 0.582 |
Largest Winning Trade | 184445 | 184445 | 50404 | 363698 | 363698 | 191953 |
Largest Losing Trade | -47309 | -46407 | -47309 | -400253 | -400253 | -358558 |
Avg Bars in Trades | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Winners | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Losers | 26 | 27 | 24 | 26 | 27 | 24 |
Bars Traded | 5249 | 2844 | 2405 | 5249 | 2844 | 2405 |
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 | 415058 | 391948 | -89813 | -113747 | -181287 | -136502 |
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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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