Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423045.3525 | 296768.8508 | 126276.5017 | 699595.1668 | 41685.9255 | 657909.2414 |
Total P&L (%) | 423.0454 | 296.7689 | 126.2765 | 699.5952 | 41.6859 | 657.9092 |
Avg Daily Profit (%) | 0.3908 | 0.2742 | 0.1167 | 0.1922 | 0.0322 | 0.1873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89583 | -70699 | -38060 | -1264987 | -880725 | -531241 |
Profit Factor | 1.7614 | 1.9456 | 1.5223 | 1.1787 | 1.0185 | 1.3961 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Profitability (%) | 44.0758 | 39.0476 | 49.0566 | 44.0758 | 39.0476 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.2349 | 3.0371 | 1.5808 | 1.4956 | 1.5899 | 1.4498 |
Largest Winning Trade | 241742 | 241742 | 36599 | 378472 | 334034 | 378472 |
Largest Losing Trade | -21988 | -21988 | -15971 | -217704 | -185800 | -217704 |
Avg Bars in Trades | 20 | 22 | 17 | 20 | 22 | 17 |
Avg Bars in Winners | 29 | 34 | 26 | 29 | 34 | 26 |
Avg Bars in Losers | 12 | 14 | 9 | 12 | 14 | 9 |
Bars Traded | 4224 | 2349 | 1875 | 4224 | 2349 | 1875 |
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 | 420122 | 276988 | -35076 | -16875 | -355276 | 296614 |
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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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