Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497035.3731 | 188201.9921 | 308833.3811 | 1096422.4875 | 510734.4166 | 585688.0709 |
Total P&L (%) | 497.0354 | 188.202 | 308.8334 | 1096.4225 | 510.7344 | 585.6881 |
Avg Daily Profit (%) | 0.3353 | 0.127 | 0.2084 | 0.1676 | 0.1222 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96845 | -53620 | -97111 | -1061684 | -430273 | -858444 |
Profit Factor | 1.5344 | 1.4076 | 1.6594 | 1.2296 | 1.2514 | 1.2135 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 61.7925 | 60.3774 | 63.2075 | 61.7925 | 60.3774 | 63.2075 |
Ratio Avg Win / Avg Loss | 0.9488 | 0.9237 | 0.9659 | 0.7603 | 0.8212 | 0.7063 |
Largest Winning Trade | 44450 | 44450 | 43010 | 402954 | 345892 | 402954 |
Largest Losing Trade | -49160 | -42239 | -49160 | -485304 | -326940 | -485304 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 25 | 23 | 26 | 25 | 23 | 26 |
Avg Bars in Losers | 31 | 31 | 30 | 31 | 31 | 30 |
Bars Traded | 5820 | 2862 | 2958 | 5820 | 2862 | 2958 |
Profit Streak | 0 | 0 | 18.4734 | 0 | 0 | 18.4734 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415565 | -23087 | 372165 | 311892 | -30049 | -18925 |
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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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