Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605873.8439 | 463264.344 | 142609.4999 | 1370902.6442 | 608918.1539 | 761984.4903 |
Total P&L (%) | 605.8738 | 463.2643 | 142.6095 | 1370.9026 | 608.9182 | 761.9845 |
Avg Daily Profit (%) | 0.3745 | 0.2863 | 0.0881 | 0.1663 | 0.1211 | 0.1332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130478 | -146912 | -138035 | -1092927 | -1378305 | -443752 |
Profit Factor | 1.6351 | 2.003 | 1.2898 | 1.2411 | 1.1818 | 1.3262 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Profitability (%) | 44.2786 | 39.604 | 49 | 44.2786 | 39.604 | 49 |
Ratio Avg Win / Avg Loss | 2.0577 | 3.0546 | 1.3425 | 1.5618 | 1.8022 | 1.3803 |
Largest Winning Trade | 119680 | 119680 | 54524 | 1016941 | 1016941 | 405951 |
Largest Losing Trade | -51429 | -23242 | -51429 | -445386 | -445386 | -181770 |
Avg Bars in Trades | 94 | 81 | 108 | 94 | 81 | 108 |
Avg Bars in Winners | 127 | 105 | 145 | 127 | 105 | 145 |
Avg Bars in Losers | 68 | 65 | 72 | 68 | 65 | 72 |
Bars Traded | 19054 | 8247 | 10807 | 19054 | 8247 | 10807 |
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 | 412280 | 282129 | -75942 | 266832 | -54700 | -15195 |
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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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