Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727649.8926 | 607600.3957 | 120049.497 | 407625.324 | 768216.969 | -360591.645 |
Total P&L (%) | 727.6499 | 607.6004 | 120.0495 | 407.6253 | 768.217 | -360.5916 |
Avg Daily Profit (%) | 0.4564 | 0.3811 | 0.0753 | 0.102 | 0.1357 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96532 | -103527 | -71810 | -1312718 | -1025161 | -798624 |
Profit Factor | 1.8046 | 2.1705 | 1.3116 | 1.0638 | 1.227 | 0.8802 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 42.0354 | 38.9381 | 45.1327 | 42.0354 | 38.9381 | 45.1327 |
Ratio Avg Win / Avg Loss | 2.4884 | 3.4038 | 1.5945 | 1.4669 | 1.9242 | 1.07 |
Largest Winning Trade | 416652 | 416652 | 51300 | 1304721 | 1304721 | 423717 |
Largest Losing Trade | -39534 | -39534 | -35956 | -404911 | -241277 | -404911 |
Avg Bars in Trades | 41 | 36 | 46 | 41 | 36 | 46 |
Avg Bars in Winners | 61 | 54 | 67 | 61 | 54 | 67 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 9355 | 4107 | 5248 | 9355 | 4107 | 5248 |
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 | 422571 | 329749 | -93280 | -209174 | -15309 | -581257 |
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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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