Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505755.7882 | 349227.5797 | 156528.2086 | 2003442.2534 | 436924.6418 | 1566517.6116 |
Total P&L (%) | 505.7558 | 349.2276 | 156.5282 | 2003.4423 | 436.9246 | 1566.5176 |
Avg Daily Profit (%) | 0.2703 | 0.1866 | 0.0836 | 0.1629 | 0.0899 | 0.1505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86627 | -95232 | -103552 | -1891907 | -1658793 | -847342 |
Profit Factor | 1.6384 | 1.8191 | 1.4278 | 1.1783 | 1.0674 | 1.3298 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 55.3279 | 53.2787 | 57.377 | 55.3279 | 53.2787 | 57.377 |
Ratio Avg Win / Avg Loss | 1.3229 | 1.5952 | 1.0607 | 0.9514 | 0.936 | 0.9879 |
Largest Winning Trade | 106690 | 106690 | 35775 | 1186154 | 1186154 | 729410 |
Largest Losing Trade | -36334 | -19676 | -36334 | -512688 | -512688 | -420976 |
Avg Bars in Trades | 90 | 80 | 100 | 90 | 80 | 100 |
Avg Bars in Winners | 93 | 68 | 116 | 93 | 68 | 116 |
Avg Bars in Losers | 87 | 94 | 79 | 87 | 94 | 79 |
Bars Traded | 22090 | 9831 | 12259 | 22090 | 9831 | 12259 |
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 | 453494 | 401499 | -79683 | -16326 | -220868 | 249829 |
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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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