Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506444.1974 | 289990.4457 | 216453.7517 | 549520.7183 | 264577.4007 | 284943.3176 |
Total P&L (%) | 506.4442 | 289.9904 | 216.4538 | 549.5207 | 264.5774 | 284.9433 |
Avg Daily Profit (%) | 0.2788 | 0.1596 | 0.1191 | 0.103 | 0.0712 | 0.0742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137598 | -68794 | -92537 | -2825859 | -1054062 | -2700290 |
Profit Factor | 1.5557 | 1.6494 | 1.4656 | 1.0512 | 1.0576 | 1.0465 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 113 | 63 | 50 | 113 | 63 | 50 |
Profitability (%) | 51.9149 | 46.6102 | 57.265 | 51.9149 | 46.6102 | 57.265 |
Ratio Avg Win / Avg Loss | 1.4409 | 1.8893 | 1.0938 | 0.9737 | 1.2114 | 0.7809 |
Largest Winning Trade | 118114 | 118114 | 73298 | 1242557 | 1168748 | 1242557 |
Largest Losing Trade | -66439 | -27418 | -66439 | -2189539 | -671245 | -2189539 |
Avg Bars in Trades | 45 | 33 | 57 | 45 | 33 | 57 |
Avg Bars in Winners | 52 | 36 | 65 | 52 | 36 | 65 |
Avg Bars in Losers | 38 | 31 | 46 | 38 | 31 | 46 |
Bars Traded | 10680 | 3989 | 6690 | 10680 | 3989 | 6690 |
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 | 426066 | 318264 | -32161 | -219390 | -256610 | -264244 |
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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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