Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850024.5291 | 709481.9353 | 140542.5937 | 1152242.9312 | 315204.2855 | 837038.6457 |
Total P&L (%) | 850.0245 | 709.4819 | 140.5426 | 1152.2429 | 315.2043 | 837.0386 |
Avg Daily Profit (%) | 0.4593 | 0.3834 | 0.0759 | 0.1367 | 0.077 | 0.121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89224 | -82545 | -89804 | -1413167 | -1288344 | -549184 |
Profit Factor | 2.2211 | 2.9346 | 1.4267 | 1.166 | 1.0806 | 1.2764 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
Losing Trades | 106 | 61 | 45 | 106 | 61 | 45 |
Profitability (%) | 44.5026 | 36.4583 | 52.6316 | 44.5026 | 36.4583 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.7699 | 5.1145 | 1.2841 | 1.4541 | 1.8833 | 1.1488 |
Largest Winning Trade | 611080 | 611080 | 68308 | 1211911 | 1211911 | 595394 |
Largest Losing Trade | -28465 | -23097 | -28465 | -353343 | -353343 | -294070 |
Avg Bars in Trades | 56 | 44 | 68 | 56 | 44 | 68 |
Avg Bars in Winners | 87 | 80 | 92 | 87 | 80 | 92 |
Avg Bars in Losers | 31 | 23 | 41 | 31 | 23 | 41 |
Bars Traded | 10736 | 4231 | 6505 | 10736 | 4231 | 6505 |
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 | 480369 | 347212 | -90643 | -49213 | -226558 | -31090 |
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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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