Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399944.361 | 250813.7701 | 149130.5909 | 1698756.6152 | 1884899.4687 | -186142.8535 |
Total P&L (%) | 399.9444 | 250.8138 | 149.1306 | 1698.7566 | 1884.8995 | -186.1429 |
Avg Daily Profit (%) | 0.3839 | 0.2408 | 0.1432 | 0.2778 | 0.2873 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110732 | -43142 | -83304 | -4127469 | -1370681 | -3196056 |
Profit Factor | 1.8899 | 2.1058 | 1.6699 | 1.2198 | 1.5409 | 0.9561 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 48.731 | 50 | 47.4747 | 48.731 | 50 | 47.4747 |
Ratio Avg Win / Avg Loss | 1.9883 | 2.1058 | 1.8475 | 1.2834 | 1.5409 | 1.0578 |
Largest Winning Trade | 82476 | 82476 | 26121 | 1517703 | 1517703 | 1060283 |
Largest Losing Trade | -18077 | -18077 | -14422 | -857968 | -857968 | -799876 |
Avg Bars in Trades | 124 | 117 | 132 | 124 | 117 | 132 |
Avg Bars in Winners | 173 | 163 | 184 | 173 | 163 | 184 |
Avg Bars in Losers | 78 | 71 | 85 | 78 | 71 | 85 |
Bars Traded | 24589 | 11501 | 13088 | 24589 | 11501 | 13088 |
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 | 479479 | 420523 | -28 | 318039 | 401682 | -580383 |
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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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