Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725298.2275 | 571368.1562 | 153930.0713 | 2140098.3932 | 375304.1162 | 1764794.2771 |
Total P&L (%) | 725.2982 | 571.3682 | 153.9301 | 2140.0984 | 375.3041 | 1764.7943 |
Avg Daily Profit (%) | 0.3083 | 0.2429 | 0.0654 | 0.1322 | 0.0663 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147936 | -81968 | -220896 | -2294486 | -1397668 | -896818 |
Profit Factor | 1.5649 | 2.003 | 1.2155 | 1.3074 | 1.1031 | 1.5316 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Profitability (%) | 47.4138 | 47.4138 | 47.4138 | 47.4138 | 47.4138 | 47.4138 |
Ratio Avg Win / Avg Loss | 1.7356 | 2.2215 | 1.3481 | 1.4501 | 1.2234 | 1.6986 |
Largest Winning Trade | 99338 | 99338 | 71495 | 633734 | 627883 | 633734 |
Largest Losing Trade | -44860 | -31579 | -44860 | -507417 | -489859 | -507417 |
Avg Bars in Trades | 29 | 23 | 35 | 29 | 23 | 35 |
Avg Bars in Winners | 39 | 25 | 52 | 39 | 25 | 52 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 6838 | 2671 | 4167 | 6838 | 2671 | 4167 |
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 | 441479 | 404501 | -107252 | -15454 | -212555 | -25117 |
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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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