Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988560.3614 | 825904.209 | 162656.1524 | 2945654.2279 | 119711.3077 | 2825942.9202 |
Total P&L (%) | 988.5604 | 825.9042 | 162.6562 | 2945.6542 | 119.7113 | 2825.9429 |
Avg Daily Profit (%) | 0.5121 | 0.4278 | 0.0843 | 0.1771 | 0.0408 | 0.175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103912 | -91127 | -111258 | -2023999 | -998135 | -1325010 |
Profit Factor | 2.36 | 3.1098 | 1.4849 | 1.3928 | 1.0287 | 1.849 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
Losing Trades | 141 | 77 | 64 | 141 | 77 | 64 |
Profitability (%) | 30.8824 | 24.5098 | 37.2549 | 30.8824 | 24.5098 | 37.2549 |
Ratio Avg Win / Avg Loss | 5.2818 | 9.5781 | 2.5009 | 3.1172 | 3.1684 | 3.1141 |
Largest Winning Trade | 629484 | 629484 | 45539 | 1302005 | 1302005 | 933910 |
Largest Losing Trade | -27392 | -16094 | -27392 | -690065 | -354937 | -690065 |
Avg Bars in Trades | 36 | 31 | 42 | 36 | 31 | 42 |
Avg Bars in Winners | 87 | 82 | 90 | 87 | 82 | 90 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 7505 | 3163 | 4342 | 7505 | 3163 | 4342 |
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 | 317997 | -16330 | -83378 | 116545 | -358534 | 219400 |
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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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