Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718944.0573 | 649811.745 | 69132.3123 | 411715.7003 | 321460.7266 | 90254.9737 |
Total P&L (%) | 718.9441 | 649.8117 | 69.1323 | 411.7157 | 321.4607 | 90.255 |
Avg Daily Profit (%) | 0.3859 | 0.3488 | 0.0371 | 0.0877 | 0.0773 | 0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108248 | -57845 | -63698 | -632816 | -480211 | -493520 |
Profit Factor | 2.1513 | 3.0271 | 1.2275 | 1.1058 | 1.1606 | 1.0477 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Losing Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Profitability (%) | 41.6216 | 44.086 | 39.1304 | 41.6216 | 44.086 | 39.1304 |
Ratio Avg Win / Avg Loss | 3.0174 | 3.8393 | 1.9094 | 1.551 | 1.472 | 1.6298 |
Largest Winning Trade | 625237 | 625237 | 56214 | 582322 | 582322 | 249857 |
Largest Losing Trade | -23061 | -23061 | -18155 | -174603 | -174603 | -139297 |
Avg Bars in Trades | 58 | 49 | 67 | 58 | 49 | 67 |
Avg Bars in Winners | 94 | 69 | 123 | 94 | 69 | 123 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 10772 | 4587 | 6185 | 10772 | 4587 | 6185 |
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 | 411472 | 449510 | -147166 | -181257 | -136257 | -318211 |
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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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