Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734333.3876 | 527498.0172 | 206835.3704 | 1629768.1074 | 896714.8567 | 733053.2507 |
Total P&L (%) | 734.3334 | 527.498 | 206.8354 | 1629.7681 | 896.7149 | 733.0533 |
Avg Daily Profit (%) | 0.3934 | 0.2826 | 0.1108 | 0.1528 | 0.1233 | 0.1136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114074 | -92488 | -154141 | -933505 | -619833 | -746565 |
Profit Factor | 1.5567 | 1.8181 | 1.3067 | 1.3161 | 1.3539 | 1.2796 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Losing Trades | 108 | 58 | 50 | 108 | 58 | 50 |
Profitability (%) | 51.1312 | 47.2727 | 54.955 | 51.1312 | 47.2727 | 54.955 |
Ratio Avg Win / Avg Loss | 1.4878 | 2.0279 | 1.0711 | 1.2579 | 1.5101 | 1.0488 |
Largest Winning Trade | 93703 | 93703 | 48982 | 606906 | 606906 | 362576 |
Largest Losing Trade | -56836 | -41713 | -56836 | -462585 | -455955 | -462585 |
Avg Bars in Trades | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Winners | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 3716 | 1812 | 1903 | 3716 | 1812 | 1903 |
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 | 465281 | 401352 | -44266 | 338328 | -27558 | -40246 |
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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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