Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1344873.4128 | 1325271.9827 | 19601.4302 | -1584.0003 | 213150.6581 | -214734.6585 |
Total P&L (%) | 1344.8734 | 1325.272 | 19.6014 | -1.584 | 213.1507 | -214.7347 |
Avg Daily Profit (%) | 0.5639 | 0.5557 | 0.0082 | -0.0007 | 0.0479 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149945 | -120549 | -118345 | -1367746 | -1123552 | -567743 |
Profit Factor | 2.0314 | 2.9175 | 1.032 | 0.9997 | 1.071 | 0.8898 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Profitability (%) | 44.3439 | 43.2432 | 45.4545 | 44.3439 | 43.2432 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.5497 | 3.8292 | 1.2384 | 1.2547 | 1.4057 | 1.0678 |
Largest Winning Trade | 1062743 | 1062743 | 68521 | 840458 | 840458 | 408369 |
Largest Losing Trade | -55523 | -55523 | -43848 | -489526 | -489526 | -255814 |
Avg Bars in Trades | 41 | 37 | 46 | 41 | 37 | 46 |
Avg Bars in Winners | 58 | 58 | 59 | 58 | 58 | 59 |
Avg Bars in Losers | 28 | 22 | 34 | 28 | 22 | 34 |
Bars Traded | 9272 | 4211 | 5061 | 9272 | 4211 | 5061 |
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 | 502771 | 495431 | -376369 | -580154 | -274274 | -581140 |
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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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