Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318451.5219 | 210850.2285 | 107601.2934 | 433019.8845 | 1054147.5236 | -621127.6391 |
Total P&L (%) | 318.4515 | 210.8502 | 107.6013 | 433.0199 | 1054.1475 | -621.1276 |
Avg Daily Profit (%) | 0.3057 | 0.2024 | 0.1033 | 0.1608 | 0.2351 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141804 | -114337 | -81263 | -2156778 | -1733663 | -1434375 |
Profit Factor | 1.4578 | 1.588 | 1.3193 | 1.056 | 1.2878 | 0.8476 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 119 | 55 | 64 | 119 | 55 | 64 |
Losing Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Profitability (%) | 52.8889 | 48.6726 | 57.1429 | 52.8889 | 48.6726 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.2985 | 1.6746 | 0.9895 | 0.9406 | 1.3581 | 0.6357 |
Largest Winning Trade | 82857 | 82857 | 29980 | 1015267 | 1015267 | 471316 |
Largest Losing Trade | -33005 | -20068 | -33005 | -808890 | -533535 | -808890 |
Avg Bars in Trades | 109 | 93 | 125 | 109 | 93 | 125 |
Avg Bars in Winners | 127 | 105 | 146 | 127 | 105 | 146 |
Avg Bars in Losers | 89 | 83 | 97 | 89 | 83 | 97 |
Bars Traded | 24645 | 10603 | 14042 | 24645 | 10603 | 14042 |
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 | 400497 | 353765 | -55865 | -151787 | 272786 | -580108 |
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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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