Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568965.982 | 441112.8064 | 127853.1756 | 1375472.1809 | -92597.4279 | 1468069.6088 |
Total P&L (%) | 568.966 | 441.1128 | 127.8532 | 1375.4722 | -92.5974 | 1468.0696 |
Avg Daily Profit (%) | 0.3039 | 0.2356 | 0.0683 | 0.1438 | -0.1389 | 0.1471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95198 | -71869 | -63428 | -2755438 | -2269760 | -1111511 |
Profit Factor | 1.8853 | 2.289 | 1.4256 | 1.1328 | 0.9848 | 1.345 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 67 | 27 | 40 | 67 | 27 | 40 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 37.0166 | 30 | 43.956 | 37.0166 | 30 | 43.956 |
Ratio Avg Win / Avg Loss | 3.2079 | 5.341 | 1.8176 | 1.9275 | 2.2979 | 1.7149 |
Largest Winning Trade | 246446 | 246446 | 44325 | 1992726 | 1992726 | 706822 |
Largest Losing Trade | -23582 | -14609 | -23582 | -618104 | -618104 | -466591 |
Avg Bars in Trades | 61 | 53 | 69 | 61 | 53 | 69 |
Avg Bars in Winners | 119 | 114 | 122 | 119 | 114 | 122 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 11115 | 4816 | 6299 | 11115 | 4816 | 6299 |
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 | 302512 | 150896 | -102466 | -78008 | -586091 | 91880 |
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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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