Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735594.8627 | 532824.0546 | 202770.8081 | 1498527.2663 | 31784.9035 | 1466742.3628 |
Total P&L (%) | 735.5949 | 532.8241 | 202.7708 | 1498.5273 | 31.7849 | 1466.7424 |
Avg Daily Profit (%) | 0.3798 | 0.2751 | 0.1047 | 0.1432 | 0.0143 | 0.1422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101757 | -73298 | -113479 | -1002497 | -1192837 | -354433 |
Profit Factor | 1.9132 | 2.2402 | 1.5395 | 1.2593 | 1.0087 | 1.6906 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 53.0928 | 53.6082 | 52.5773 | 53.0928 | 53.6082 | 52.5773 |
Ratio Avg Win / Avg Loss | 1.6903 | 1.9387 | 1.3885 | 1.1126 | 0.8729 | 1.5249 |
Largest Winning Trade | 286395 | 286395 | 55435 | 811457 | 811457 | 399309 |
Largest Losing Trade | -79895 | -36011 | -79895 | -411367 | -411367 | -324517 |
Avg Bars in Trades | 28 | 32 | 25 | 28 | 32 | 25 |
Avg Bars in Winners | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Losers | 20 | 30 | 11 | 20 | 30 | 11 |
Bars Traded | 5551 | 3107 | 2444 | 5551 | 3107 | 2444 |
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 | 536468 | 472175 | -51341 | 3509 | -389210 | 25274 |
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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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