Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497446.9256 | 311965.4507 | 185481.4749 | 1404939.0729 | 1170869.5226 | 234069.5504 |
Total P&L (%) | 497.4469 | 311.9655 | 185.4815 | 1404.9391 | 1170.8695 | 234.0696 |
Avg Daily Profit (%) | 0.2933 | 0.1839 | 0.1094 | 0.16 | 0.15 | 0.0711 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84603 | -106111 | -61573 | -1872549 | -472500 | -1478203 |
Profit Factor | 1.7469 | 1.8904 | 1.5875 | 1.2479 | 1.4529 | 1.0759 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 144 | 77 | 67 | 144 | 77 | 67 |
Profitability (%) | 38.4615 | 34.188 | 42.735 | 38.4615 | 34.188 | 42.735 |
Ratio Avg Win / Avg Loss | 2.795 | 3.6391 | 2.1273 | 1.9966 | 2.7969 | 1.4418 |
Largest Winning Trade | 106200 | 106200 | 54015 | 819850 | 819850 | 443137 |
Largest Losing Trade | -22464 | -22464 | -19689 | -368970 | -307259 | -368970 |
Avg Bars in Trades | 85 | 74 | 96 | 85 | 74 | 96 |
Avg Bars in Winners | 155 | 143 | 164 | 155 | 143 | 164 |
Avg Bars in Losers | 41 | 38 | 45 | 41 | 38 | 45 |
Bars Traded | 19969 | 8714 | 11255 | 19969 | 8714 | 11255 |
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 | 304830 | 168486 | -47110 | 191148 | 120513 | -238012 |
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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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