Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848841.7308 | 642525.1549 | 206316.5759 | 1338367.379 | 256481.5062 | 1081885.8728 |
Total P&L (%) | 848.8417 | 642.5252 | 206.3166 | 1338.3674 | 256.4815 | 1081.8859 |
Avg Daily Profit (%) | 0.5755 | 0.4356 | 0.1399 | 0.1809 | 0.0862 | 0.1676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126870 | -156825 | -57580 | -1860148 | -1911519 | -600824 |
Profit Factor | 1.9721 | 2.2364 | 1.5837 | 1.1928 | 1.0576 | 1.4344 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 147 | 79 | 68 | 147 | 79 | 68 |
Profitability (%) | 30.3318 | 25.4717 | 35.2381 | 30.3318 | 25.4717 | 35.2381 |
Ratio Avg Win / Avg Loss | 4.5298 | 6.5435 | 2.9105 | 2.7398 | 3.0946 | 2.6362 |
Largest Winning Trade | 493996 | 493996 | 35438 | 1083451 | 1083451 | 667814 |
Largest Losing Trade | -42038 | -42038 | -26293 | -421716 | -421716 | -305304 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Losers | 10 | 12 | 7 | 10 | 12 | 7 |
Bars Traded | 4278 | 2207 | 2071 | 4278 | 2207 | 2071 |
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 | 314172 | -13422 | -9114 | -5685 | -261597 | 145418 |
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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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