Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604769.4906 | 513582.1421 | 91187.3486 | 361661.1632 | -7078.9087 | 368740.0719 |
Total P&L (%) | 604.7695 | 513.5821 | 91.1873 | 361.6612 | -7.0789 | 368.7401 |
Avg Daily Profit (%) | 0.251 | 0.2132 | 0.0378 | 0.0635 | -0.003 | 0.0641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136818 | -111820 | -148049 | -1632029 | -1283038 | -473278 |
Profit Factor | 1.497 | 1.7656 | 1.167 | 1.0609 | 0.9981 | 1.1621 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 139 | 74 | 65 | 139 | 74 | 65 |
Profitability (%) | 41.1017 | 37.2881 | 44.9153 | 41.1017 | 37.2881 | 44.9153 |
Ratio Avg Win / Avg Loss | 2.1451 | 2.9694 | 1.4312 | 1.5202 | 1.6786 | 1.4252 |
Largest Winning Trade | 207771 | 207771 | 60395 | 856130 | 856130 | 366430 |
Largest Losing Trade | -33002 | -33002 | -30637 | -263485 | -263485 | -222233 |
Avg Bars in Trades | 39 | 44 | 35 | 39 | 44 | 35 |
Avg Bars in Winners | 63 | 72 | 56 | 63 | 72 | 56 |
Avg Bars in Losers | 23 | 27 | 18 | 23 | 27 | 18 |
Bars Traded | 9423 | 5206 | 4217 | 9423 | 5206 | 4217 |
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 | 311287 | 227307 | -181426 | -262823 | -583184 | -151760 |
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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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