Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360762.4593 | 119766.4077 | 240996.0516 | 606537.3977 | 100329.5611 | 506207.8366 |
Total P&L (%) | 360.7625 | 119.7664 | 240.9961 | 606.5374 | 100.3296 | 506.2078 |
Avg Daily Profit (%) | 0.2258 | 0.075 | 0.1509 | 0.1225 | 0.0435 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97051 | -83504 | -62677 | -1354144 | -1066161 | -657132 |
Profit Factor | 1.4765 | 1.2949 | 1.6864 | 1.1426 | 1.0437 | 1.2587 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 89 | 37 | 52 | 89 | 37 | 52 |
Losing Trades | 128 | 72 | 56 | 128 | 72 | 56 |
Profitability (%) | 41.0138 | 33.945 | 48.1481 | 41.0138 | 33.945 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.1234 | 2.5199 | 1.8161 | 1.6433 | 2.031 | 1.3556 |
Largest Winning Trade | 90444 | 90444 | 50756 | 420915 | 404140 | 420915 |
Largest Losing Trade | -33948 | -14695 | -33948 | -227012 | -227012 | -193709 |
Avg Bars in Trades | 86 | 76 | 97 | 86 | 76 | 97 |
Avg Bars in Winners | 130 | 116 | 140 | 130 | 116 | 140 |
Avg Bars in Losers | 56 | 56 | 56 | 56 | 56 | 56 |
Bars Traded | 18835 | 8343 | 10492 | 18835 | 8343 | 10492 |
Profit Streak | 0 | 0 | 17.1812 | 0 | 0 | 17.1812 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 279227 | -98188 | 359235 | -93983 | -312661 | -42484 |
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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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