Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522586.6659 | 305349.433 | 217237.2329 | 2435878.3116 | 1655443.1401 | 780435.1715 |
Total P&L (%) | 522.5867 | 305.3494 | 217.2372 | 2435.8783 | 1655.4431 | 780.4352 |
Avg Daily Profit (%) | 0.3102 | 0.1813 | 0.129 | 0.1921 | 0.1703 | 0.1292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70082 | -93130 | -67298 | -577298 | -170230 | -626526 |
Profit Factor | 1.7466 | 1.955 | 1.5714 | 1.7396 | 2.2297 | 1.4008 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 108 | 50 | 58 | 108 | 50 | 58 |
Losing Trades | 194 | 101 | 93 | 194 | 101 | 93 |
Profitability (%) | 35.7616 | 33.1126 | 38.4106 | 35.7616 | 33.1126 | 38.4106 |
Ratio Avg Win / Avg Loss | 3.1375 | 3.9492 | 2.5196 | 3.1249 | 4.504 | 2.2461 |
Largest Winning Trade | 109800 | 109800 | 51057 | 560151 | 560151 | 423747 |
Largest Losing Trade | -27381 | -14910 | -27381 | -185269 | -112930 | -185269 |
Avg Bars in Trades | 66 | 59 | 72 | 66 | 59 | 72 |
Avg Bars in Winners | 122 | 111 | 131 | 122 | 111 | 131 |
Avg Bars in Losers | 35 | 34 | 35 | 35 | 34 | 35 |
Bars Traded | 19985 | 9037 | 10948 | 19985 | 9037 | 10948 |
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 | 300009 | 174346 | -22265 | 263178 | 205035 | -22552 |
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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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