Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728889.4569 | 625040.0482 | 103849.4087 | 492227.9105 | 491590.8769 | 637.0336 |
Total P&L (%) | 728.8895 | 625.04 | 103.8494 | 492.2279 | 491.5909 | 0.637 |
Avg Daily Profit (%) | 0.4572 | 0.3921 | 0.0651 | 0.1116 | 0.1116 | 0.0004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142142 | -90145 | -73278 | -1788135 | -1108649 | -679486 |
Profit Factor | 1.7481 | 2.1663 | 1.2369 | 1.0846 | 1.1486 | 1.0003 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 48.4018 | 43.6364 | 53.211 | 48.4018 | 43.6364 | 53.211 |
Ratio Avg Win / Avg Loss | 1.8635 | 2.7981 | 1.0876 | 1.1562 | 1.4836 | 0.8795 |
Largest Winning Trade | 380202 | 380202 | 59020 | 864800 | 864800 | 259628 |
Largest Losing Trade | -34191 | -25376 | -34191 | -384517 | -300258 | -384517 |
Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Winners | 52 | 45 | 58 | 52 | 45 | 58 |
Avg Bars in Losers | 33 | 30 | 36 | 33 | 30 | 36 |
Bars Traded | 9292 | 4081 | 5211 | 9292 | 4081 | 5211 |
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 | 506700 | 398313 | -106098 | -170878 | -103842 | -579815 |
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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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