Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241823.1838 | 159558.3767 | 82264.8071 | 17230.0969 | 21242.8545 | -4012.7576 |
Total P&L (%) | 241.8232 | 159.5584 | 82.2648 | 17.2301 | 21.2429 | -4.0128 |
Avg Daily Profit (%) | 0.2335 | 0.1541 | 0.0794 | 0.0154 | 0.0186 | -0.004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252353 | -178000 | -119805 | -220052 | -95694 | -152877 |
Profit Factor | 1.2646 | 1.288 | 1.2284 | 1.0235 | 1.0524 | 0.9878 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Profitability (%) | 49.0741 | 45.3704 | 52.7778 | 49.0741 | 45.3704 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.3123 | 1.5509 | 1.0991 | 1.0621 | 1.2671 | 0.8838 |
Largest Winning Trade | 98906 | 98906 | 24813 | 45275 | 45275 | 32599 |
Largest Losing Trade | -43326 | -43326 | -20840 | -50341 | -50341 | -45986 |
Avg Bars in Trades | 55 | 69 | 41 | 55 | 69 | 41 |
Avg Bars in Winners | 63 | 84 | 45 | 63 | 84 | 45 |
Avg Bars in Losers | 47 | 57 | 36 | 47 | 57 | 36 |
Bars Traded | 11954 | 7522 | 4432 | 11954 | 7522 | 4432 |
Profit Streak | 0 | 0 | 133.8979 | 0 | 0 | 133.8979 |
Trades During Streak | 0 | 0 | 9 | 0 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307624 | 226196 | -85611 | -374991 | -339059 | -579137 |
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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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