Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612502.4714 | 493466.3261 | 119036.1453 | 1259430.5751 | 925792.5634 | 333638.0117 |
Total P&L (%) | 612.5025 | 493.4663 | 119.0361 | 1259.4306 | 925.7926 | 333.638 |
Avg Daily Profit (%) | 0.31 | 0.2497 | 0.0602 | 0.1322 | 0.1179 | 0.0743 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121625 | -117124 | -145056 | -2155310 | -1827305 | -877979 |
Profit Factor | 1.6824 | 2.1278 | 1.2587 | 1.151 | 1.2167 | 1.082 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 48.3092 | 46.1538 | 50.4854 | 48.3092 | 46.1538 | 50.4854 |
Ratio Avg Win / Avg Loss | 1.8001 | 2.4825 | 1.2345 | 1.2316 | 1.4195 | 1.0612 |
Largest Winning Trade | 145712 | 145712 | 71688 | 1176588 | 973300 | 1176588 |
Largest Losing Trade | -52363 | -26544 | -52363 | -747975 | -747975 | -398807 |
Avg Bars in Trades | 55 | 49 | 62 | 55 | 49 | 62 |
Avg Bars in Winners | 82 | 76 | 88 | 82 | 76 | 88 |
Avg Bars in Losers | 31 | 26 | 36 | 31 | 26 | 36 |
Bars Traded | 11586 | 5142 | 6444 | 11586 | 5142 | 6444 |
Profit Streak | 0 | 0 | 505.7729 | 0 | 0 | 505.7729 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453275 | 371525 | -112285 | -70155 | -37406 | -223699 |
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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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