Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707109.5325 | 556464.0941 | 150645.4384 | 484090.4622 | -90158.3412 | 574248.8034 |
Total P&L (%) | 707.1095 | 556.4641 | 150.6454 | 484.0905 | -90.1583 | 574.2488 |
Avg Daily Profit (%) | 0.4026 | 0.3168 | 0.0858 | 0.1005 | -0.1319 | 0.1087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87532 | -142473 | -36739 | -953764 | -1021242 | -266684 |
Profit Factor | 1.8003 | 1.9633 | 1.4926 | 1.1017 | 0.9718 | 1.3669 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 137 | 73 | 64 | 137 | 73 | 64 |
Profitability (%) | 34.7619 | 30.4762 | 39.0476 | 34.7619 | 30.4762 | 39.0476 |
Ratio Avg Win / Avg Loss | 3.3787 | 4.4787 | 2.3299 | 2.0676 | 2.2168 | 2.1337 |
Largest Winning Trade | 429994 | 429994 | 48036 | 628097 | 628097 | 272764 |
Largest Losing Trade | -19507 | -19507 | -15655 | -205541 | -205541 | -112118 |
Avg Bars in Trades | 24 | 30 | 19 | 24 | 30 | 19 |
Avg Bars in Winners | 44 | 57 | 34 | 44 | 57 | 34 |
Avg Bars in Losers | 14 | 18 | 9 | 14 | 18 | 9 |
Bars Traded | 5190 | 3185 | 2005 | 5190 | 3185 | 2005 |
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 | 310876 | 176345 | -80326 | -170816 | -585867 | -50083 |
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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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