Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611356.8027 | 401658.9942 | 209697.8085 | 1640908.0028 | 1021207.8904 | 619700.1124 |
Total P&L (%) | 611.3568 | 401.659 | 209.6978 | 1640.908 | 1021.2079 | 619.7001 |
Avg Daily Profit (%) | 0.4474 | 0.294 | 0.1535 | 0.2093 | 0.177 | 0.1445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86295 | -57964 | -48106 | -459175 | -603569 | -320737 |
Profit Factor | 1.9408 | 2.1066 | 1.731 | 1.444 | 1.5361 | 1.346 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 155 | 84 | 71 | 155 | 84 | 71 |
Profitability (%) | 33.1897 | 27.5862 | 38.7931 | 33.1897 | 27.5862 | 38.7931 |
Ratio Avg Win / Avg Loss | 3.9067 | 5.5298 | 2.7311 | 2.9067 | 4.0323 | 2.1237 |
Largest Winning Trade | 292386 | 292386 | 60995 | 468165 | 468165 | 313539 |
Largest Losing Trade | -39309 | -25937 | -39309 | -179180 | -109971 | -179180 |
Avg Bars in Trades | 69 | 60 | 78 | 69 | 60 | 78 |
Avg Bars in Winners | 155 | 148 | 159 | 155 | 148 | 159 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 16095 | 6983 | 9112 | 16095 | 6983 | 9112 |
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 | 306540 | -6232 | 212410 | 175277 | -8182 | -2791 |
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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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