Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834260.7087 | 711374.7287 | 122885.98 | 648244.3679 | -871329.4539 | 1519573.8217 |
Total P&L (%) | 834.2607 | 711.3747 | 122.886 | 648.2444 | -871.3295 | 1519.5738 |
Avg Daily Profit (%) | 0.3549 | 0.3026 | 0.0523 | 0.0856 | 0 | 0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127892 | -113406 | -136721 | -2539419 | -2015304 | -1114204 |
Profit Factor | 1.8184 | 2.3746 | 1.2449 | 1.0769 | 0.8203 | 1.4248 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 83 | 33 | 50 | 83 | 33 | 50 |
Losing Trades | 100 | 59 | 41 | 100 | 59 | 41 |
Profitability (%) | 45.3552 | 35.8696 | 54.9451 | 45.3552 | 35.8696 | 54.9451 |
Ratio Avg Win / Avg Loss | 2.1908 | 4.2455 | 1.0208 | 1.2975 | 1.4667 | 1.1683 |
Largest Winning Trade | 398748 | 398748 | 57580 | 1012519 | 1012519 | 854869 |
Largest Losing Trade | -38713 | -30424 | -38713 | -596972 | -596972 | -552513 |
Avg Bars in Trades | 76 | 63 | 88 | 76 | 63 | 88 |
Avg Bars in Winners | 116 | 104 | 124 | 116 | 104 | 124 |
Avg Bars in Losers | 42 | 40 | 45 | 42 | 40 | 45 |
Bars Traded | 13920 | 5840 | 8080 | 13920 | 5840 | 8080 |
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 | 430678 | 274832 | -123032 | -214953 | -584914 | -33175 |
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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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