Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783979.6246 | 585441.7309 | 198537.8936 | 2207812.0872 | 1902087.1052 | 305724.982 |
Total P&L (%) | 783.9796 | 585.4417 | 198.5379 | 2207.8121 | 1902.0871 | 305.725 |
Avg Daily Profit (%) | 0.3403 | 0.2541 | 0.0862 | 0.1363 | 0.1302 | 0.0608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71412 | -121646 | -78966 | -2125853 | -610011 | -1625660 |
Profit Factor | 1.808 | 2.1575 | 1.4275 | 1.3447 | 1.5887 | 1.0963 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Losing Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Profitability (%) | 47.1429 | 49.5238 | 44.7619 | 47.1429 | 49.5238 | 44.7619 |
Ratio Avg Win / Avg Loss | 2.0272 | 2.199 | 1.7615 | 1.5077 | 1.6192 | 1.3529 |
Largest Winning Trade | 318702 | 318702 | 61573 | 1025557 | 1025557 | 820005 |
Largest Losing Trade | -34564 | -34564 | -33928 | -1484866 | -439219 | -1484866 |
Avg Bars in Trades | 42 | 34 | 50 | 42 | 34 | 50 |
Avg Bars in Winners | 50 | 29 | 73 | 50 | 29 | 73 |
Avg Bars in Losers | 36 | 40 | 32 | 36 | 40 | 32 |
Bars Traded | 9002 | 3655 | 5347 | 9002 | 3655 | 5347 |
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 | 455563 | 437205 | -78249 | -9161 | -16352 | -228626 |
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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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