Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482656.1353 | 445961.9468 | 36694.1884 | 41107.1065 | 2226185.1023 | -2185077.9959 |
Total P&L (%) | 482.6561 | 445.9619 | 36.6942 | 41.1071 | 2226.1851 | -2185.078 |
Avg Daily Profit (%) | 0.2031 | 0.1877 | 0.0154 | 0.0145 | 0.1325 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152995 | -107691 | -165457 | -2023867 | -1176087 | -2768483 |
Profit Factor | 1.2476 | 1.5267 | 1.0333 | 1.0025 | 1.3322 | 0.7704 |
Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
Winning Trades | 165 | 84 | 81 | 165 | 84 | 81 |
Losing Trades | 216 | 107 | 109 | 216 | 107 | 109 |
Profitability (%) | 43.3071 | 43.9791 | 42.6316 | 43.3071 | 43.9791 | 42.6316 |
Ratio Avg Win / Avg Loss | 1.6332 | 1.9447 | 1.3904 | 1.3124 | 1.6969 | 1.0367 |
Largest Winning Trade | 83126 | 83126 | 49429 | 830761 | 830761 | 549976 |
Largest Losing Trade | -56923 | -30139 | -56923 | -631230 | -290068 | -631230 |
Avg Bars in Trades | 12 | 10 | 14 | 12 | 10 | 14 |
Avg Bars in Winners | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 4679 | 1944 | 2735 | 4679 | 1944 | 2735 |
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 | 294806 | 305173 | -360811 | -393676 | -15911 | -581259 |
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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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