Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 741089.7106 | 514282.3736 | 226807.337 | 2970666.7997 | 1548681.7785 | 1421985.0213 |
Total P&L (%) | 741.0897 | 514.2824 | 226.8073 | 2970.6668 | 1548.6818 | 1421.985 |
Avg Daily Profit (%) | 0.4249 | 0.2948 | 0.13 | 0.1965 | 0.1608 | 0.1562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113799 | -68802 | -58831 | -1200874 | -1100690 | -797552 |
Profit Factor | 1.9542 | 2.3467 | 1.5746 | 1.3584 | 1.3806 | 1.337 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 129 | 71 | 58 | 129 | 71 | 58 |
Profitability (%) | 33.1606 | 26.8041 | 39.5833 | 33.1606 | 26.8041 | 39.5833 |
Ratio Avg Win / Avg Loss | 3.939 | 6.4082 | 2.4033 | 2.738 | 3.7701 | 2.0406 |
Largest Winning Trade | 223799 | 223799 | 53324 | 1224495 | 1224495 | 688856 |
Largest Losing Trade | -34072 | -18529 | -34072 | -362732 | -362732 | -319490 |
Avg Bars in Trades | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Winners | 59 | 49 | 66 | 59 | 49 | 66 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 5124 | 1957 | 3167 | 5124 | 1957 | 3167 |
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 | 302802 | -8563 | -20915 | 154778 | -12490 | 170473 |
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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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