Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603128.4227 | 432625.4729 | 170502.9498 | 327933.1164 | 243469.1084 | 84464.008 |
Total P&L (%) | 603.1284 | 432.6255 | 170.503 | 327.9331 | 243.4691 | 84.464 |
Avg Daily Profit (%) | 0.4095 | 0.2937 | 0.1158 | 0.0987 | 0.0838 | 0.0416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75106 | -122054 | -79624 | -616995 | -676225 | -299812 |
Profit Factor | 1.5515 | 1.7671 | 1.3219 | 1.0838 | 1.1192 | 1.0451 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 89 | 36 | 53 | 89 | 36 | 53 |
Losing Trades | 134 | 76 | 58 | 134 | 76 | 58 |
Profitability (%) | 39.9103 | 32.1429 | 47.7477 | 39.9103 | 32.1429 | 47.7477 |
Ratio Avg Win / Avg Loss | 2.3359 | 3.7305 | 1.4466 | 1.6317 | 2.3628 | 1.1437 |
Largest Winning Trade | 320273 | 320273 | 39935 | 420759 | 420759 | 170212 |
Largest Losing Trade | -51450 | -33759 | -51450 | -169737 | -169737 | -152184 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 2934 | 1351 | 1583 | 2934 | 1351 | 1583 |
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 | 362910 | 174593 | -39109 | -190898 | -176265 | -309141 |
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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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