Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542691.0922 | 420758.5731 | 121932.5191 | 652874.0615 | 339840.2762 | 313033.7853 |
Total P&L (%) | 542.6911 | 420.7586 | 121.9325 | 652.8741 | 339.8403 | 313.0338 |
Avg Daily Profit (%) | 0.3354 | 0.26 | 0.0754 | 0.1248 | 0.0916 | 0.0877 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95872 | -135991 | -91056 | -1076354 | -929804 | -629667 |
Profit Factor | 1.5604 | 1.6616 | 1.3667 | 1.1087 | 1.084 | 1.1598 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 102 | 47 | 55 | 102 | 47 | 55 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 49.5146 | 45.6311 | 53.3981 | 49.5146 | 45.6311 | 53.3981 |
Ratio Avg Win / Avg Loss | 1.591 | 1.9798 | 1.1928 | 1.1304 | 1.2915 | 1.0122 |
Largest Winning Trade | 151382 | 151382 | 50298 | 588651 | 588651 | 284810 |
Largest Losing Trade | -44990 | -44990 | -35536 | -357616 | -344188 | -357616 |
Avg Bars in Trades | 90 | 111 | 70 | 90 | 111 | 70 |
Avg Bars in Winners | 108 | 130 | 89 | 108 | 130 | 89 |
Avg Bars in Losers | 73 | 95 | 47 | 73 | 95 | 47 |
Bars Traded | 18702 | 11460 | 7242 | 18702 | 11460 | 7242 |
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 | 463352 | 334899 | -91673 | -125990 | -200818 | -120469 |
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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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