Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603732.4738 | 520669.6139 | 83062.8599 | 226366.9668 | 443303.578 | -216936.6112 |
Total P&L (%) | 603.7325 | 520.6696 | 83.0629 | 226.367 | 443.3036 | -216.9366 |
Avg Daily Profit (%) | 0.2501 | 0.2157 | 0.0344 | 0.049 | 0.0701 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155965 | -119386 | -114726 | -940660 | -795136 | -597355 |
Profit Factor | 1.4647 | 1.7751 | 1.1324 | 1.0439 | 1.1643 | 0.9119 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Profitability (%) | 42.0561 | 39.2523 | 44.8598 | 42.0561 | 39.2523 | 44.8598 |
Ratio Avg Win / Avg Loss | 2.018 | 2.7472 | 1.3919 | 1.4382 | 1.8019 | 1.1209 |
Largest Winning Trade | 206849 | 206849 | 38992 | 670210 | 670210 | 196490 |
Largest Losing Trade | -44211 | -41744 | -44211 | -560172 | -354401 | -560172 |
Avg Bars in Trades | 44 | 48 | 39 | 44 | 48 | 39 |
Avg Bars in Winners | 66 | 73 | 59 | 66 | 73 | 59 |
Avg Bars in Losers | 28 | 32 | 24 | 28 | 32 | 24 |
Bars Traded | 9486 | 5219 | 4267 | 9486 | 5219 | 4267 |
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 | 313133 | 255206 | -224109 | -301694 | -142403 | -581379 |
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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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