Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628506.4617 | 507397.816 | 121108.6457 | 1112075.2525 | 683060.0124 | 429015.2401 |
Total P&L (%) | 628.5065 | 507.3978 | 121.1086 | 1112.0753 | 683.06 | 429.0152 |
Avg Daily Profit (%) | 0.3181 | 0.2568 | 0.0613 | 0.1263 | 0.1042 | 0.0843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121278 | -91369 | -136567 | -1906448 | -1283070 | -1115205 |
Profit Factor | 1.7669 | 2.378 | 1.2683 | 1.1729 | 1.2231 | 1.1273 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 47.8873 | 44.8598 | 50.9434 | 47.8873 | 44.8598 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.9228 | 2.923 | 1.2214 | 1.2764 | 1.5034 | 1.0855 |
Largest Winning Trade | 154076 | 154076 | 66354 | 708051 | 629572 | 708051 |
Largest Losing Trade | -59333 | -26284 | -59333 | -1022078 | -382664 | -1022078 |
Avg Bars in Trades | 54 | 44 | 64 | 54 | 44 | 64 |
Avg Bars in Winners | 80 | 68 | 91 | 80 | 68 | 91 |
Avg Bars in Losers | 30 | 25 | 36 | 30 | 25 | 36 |
Bars Traded | 11664 | 4802 | 6861 | 11664 | 4802 | 6861 |
Profit Streak | 0 | 0 | 556.0022 | 0 | 0 | 556.0022 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456862 | 388240 | -110386 | -53993 | -54991 | -160049 |
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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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