Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464449.7901 | 329800.656 | 134649.1341 | 1179354.2971 | 548209.4889 | 631144.8082 |
Total P&L (%) | 464.4498 | 329.8007 | 134.6491 | 1179.3543 | 548.2095 | 631.1448 |
Avg Daily Profit (%) | 0.3746 | 0.266 | 0.1086 | 0.2058 | 0.1509 | 0.1606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88608 | -69540 | -40231 | -388881 | -425552 | -119852 |
Profit Factor | 1.6358 | 1.6759 | 1.5551 | 1.5054 | 1.3263 | 1.9659 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 122 | 54 | 68 | 122 | 54 | 68 |
Losing Trades | 100 | 57 | 43 | 100 | 57 | 43 |
Profitability (%) | 54.955 | 48.6486 | 61.2613 | 54.955 | 48.6486 | 61.2613 |
Ratio Avg Win / Avg Loss | 1.3408 | 1.769 | 0.9833 | 1.2339 | 1.4 | 1.2431 |
Largest Winning Trade | 103366 | 103366 | 15943 | 248131 | 248131 | 96931 |
Largest Losing Trade | -39589 | -39589 | -22999 | -337475 | -337475 | -94649 |
Avg Bars in Trades | 65 | 116 | 15 | 65 | 116 | 15 |
Avg Bars in Winners | 49 | 90 | 17 | 49 | 90 | 17 |
Avg Bars in Losers | 85 | 140 | 12 | 85 | 140 | 12 |
Bars Traded | 14604 | 12917 | 1687 | 14604 | 12917 | 1687 |
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 | 464545 | 380724 | -46538 | 404304 | 254810 | 424906 |
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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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