Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959938.4567 | 856333.2148 | 103605.2418 | 1082191.3474 | 1887604.1674 | -805412.82 |
Total P&L (%) | 959.9385 | 856.3332 | 103.6052 | 1082.1913 | 1887.6042 | -805.4128 |
Avg Daily Profit (%) | 0.5159 | 0.4602 | 0.0557 | 0.1328 | 0.1608 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117074 | -69810 | -129463 | -1795472 | -594963 | -2135698 |
Profit Factor | 2.0577 | 3.0055 | 1.2156 | 1.1097 | 1.4454 | 0.8569 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 48.0198 | 43.5644 | 52.4752 | 48.0198 | 43.5644 | 52.4752 |
Ratio Avg Win / Avg Loss | 2.2274 | 3.8935 | 1.1009 | 1.2012 | 1.8725 | 0.776 |
Largest Winning Trade | 591660 | 591660 | 46377 | 792134 | 792134 | 440417 |
Largest Losing Trade | -68196 | -23482 | -68196 | -996155 | -274961 | -996155 |
Avg Bars in Trades | 108 | 91 | 125 | 108 | 91 | 125 |
Avg Bars in Winners | 146 | 116 | 172 | 146 | 116 | 172 |
Avg Bars in Losers | 72 | 72 | 73 | 72 | 72 | 73 |
Bars Traded | 21885 | 9243 | 12642 | 21885 | 9243 | 12642 |
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 | 537714 | 475721 | -118966 | -114857 | 251946 | -580742 |
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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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