Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582342.1877 | 412270.8462 | 170071.3415 | 1217432.3808 | 138054.4094 | 1079377.9714 |
Total P&L (%) | 582.3422 | 412.2708 | 170.0713 | 1217.4324 | 138.0544 | 1079.378 |
Avg Daily Profit (%) | 0.3134 | 0.2219 | 0.0915 | 0.1389 | 0.0467 | 0.1329 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108635 | -102863 | -67818 | -2353369 | -2106634 | -1150913 |
Profit Factor | 1.6506 | 1.8978 | 1.3902 | 1.0835 | 1.0178 | 1.158 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 124 | 64 | 60 | 124 | 64 | 60 |
Profitability (%) | 38.9163 | 36.6337 | 41.1765 | 38.9163 | 36.6337 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.5908 | 3.2827 | 1.9859 | 1.7007 | 1.7605 | 1.6543 |
Largest Winning Trade | 238332 | 238332 | 44303 | 1176242 | 1176242 | 720907 |
Largest Losing Trade | -38229 | -24138 | -38229 | -605944 | -575989 | -605944 |
Avg Bars in Trades | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Winners | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 3444 | 1823 | 1621 | 3444 | 1823 | 1621 |
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 | 329878 | 223414 | -72449 | -137791 | -335577 | -64269 |
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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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