Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 973335.9149 | 951371.4869 | 21964.4281 | -17136.5413 | 733028.8672 | -750165.4085 |
Total P&L (%) | 973.3359 | 951.3715 | 21.9644 | -17.1365 | 733.0289 | -750.1654 |
Avg Daily Profit (%) | 0.4099 | 0.4006 | 0.0092 | -0.0079 | 0.0893 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209425 | -127339 | -135450 | -2510610 | -1222393 | -1373371 |
Profit Factor | 1.7366 | 2.5029 | 1.0319 | 0.9976 | 1.2033 | 0.7936 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 43.0052 | 42.268 | 43.75 | 43.0052 | 42.268 | 43.75 |
Ratio Avg Win / Avg Loss | 2.3016 | 3.4187 | 1.3267 | 1.3222 | 1.6436 | 1.0204 |
Largest Winning Trade | 814279 | 814279 | 68724 | 1097575 | 1097575 | 476061 |
Largest Losing Trade | -49509 | -36744 | -49509 | -680584 | -680584 | -673125 |
Avg Bars in Trades | 72 | 60 | 83 | 72 | 60 | 83 |
Avg Bars in Winners | 109 | 86 | 132 | 109 | 86 | 132 |
Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
Bars Traded | 13897 | 5889 | 8008 | 13897 | 5889 | 8008 |
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 | 410893 | 403952 | -374208 | -580820 | -76014 | -581839 |
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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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