Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796137.1321 | 617078.1936 | 179058.9385 | 2110896.9075 | -581769.4574 | 2692666.3649 |
Total P&L (%) | 796.1371 | 617.0782 | 179.0589 | 2110.8969 | -581.7695 | 2692.6664 |
Avg Daily Profit (%) | 0.3381 | 0.262 | 0.076 | 0.1316 | 0 | 0.1415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104994 | -96109 | -152002 | -3752314 | -3556763 | -957479 |
Profit Factor | 1.6513 | 1.924 | 1.3229 | 1.1437 | 0.9382 | 1.51 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 147 | 77 | 70 | 147 | 77 | 70 |
Profitability (%) | 39.0041 | 36.3636 | 41.6667 | 39.0041 | 36.3636 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.5823 | 3.367 | 1.852 | 1.7885 | 1.6418 | 2.114 |
Largest Winning Trade | 249755 | 249755 | 49386 | 2337158 | 2337158 | 1487446 |
Largest Losing Trade | -36781 | -29035 | -36781 | -1293209 | -1293209 | -415391 |
Avg Bars in Trades | 28 | 29 | 28 | 28 | 29 | 28 |
Avg Bars in Winners | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 6969 | 3598 | 3371 | 6969 | 3598 | 3371 |
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 | 345875 | 250682 | -93291 | -81088 | -583258 | -4464 |
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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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