Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496779.7706 | 331953.4326 | 164826.338 | 1525525.3531 | 1110756.227 | 414769.1261 |
Total P&L (%) | 496.7798 | 331.9534 | 164.8263 | 1525.5254 | 1110.7562 | 414.7691 |
Avg Daily Profit (%) | 0.364 | 0.2432 | 0.1208 | 0.2045 | 0.1829 | 0.1201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111866 | -71364 | -71951 | -258991 | -262201 | -282344 |
Profit Factor | 1.7237 | 1.9654 | 1.4812 | 1.6272 | 1.9837 | 1.3183 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 36.7442 | 34.5794 | 38.8889 | 36.7442 | 34.5794 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.9674 | 3.7183 | 2.3275 | 2.8012 | 3.7529 | 2.0716 |
Largest Winning Trade | 145990 | 145990 | 46568 | 420336 | 420336 | 335337 |
Largest Losing Trade | -28636 | -14560 | -28636 | -119788 | -112101 | -119788 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 3884 | 1823 | 2061 | 3884 | 1823 | 2061 |
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 | 307375 | 206487 | -33772 | 266593 | 204189 | -35621 |
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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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