Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577327.7754 | 319928.3056 | 257399.4697 | 1846759.0559 | -1272949.6357 | 3119708.6916 |
Total P&L (%) | 577.3278 | 319.9283 | 257.3995 | 1846.7591 | -1272.9496 | 3119.7087 |
Avg Daily Profit (%) | 0.3198 | 0.1772 | 0.1426 | 0.1646 | 0 | 0.1925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139213 | -111798 | -51494 | -7162638 | -6346742 | -2262773 |
Profit Factor | 1.5385 | 1.5355 | 1.5422 | 1.0681 | 0.9167 | 1.2633 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 121 | 53 | 68 | 121 | 53 | 68 |
Losing Trades | 204 | 110 | 94 | 204 | 110 | 94 |
Profitability (%) | 37.2308 | 32.5153 | 41.9753 | 37.2308 | 32.5153 | 41.9753 |
Ratio Avg Win / Avg Loss | 2.5938 | 3.187 | 2.1318 | 1.8007 | 1.9026 | 1.7464 |
Largest Winning Trade | 111511 | 111511 | 53965 | 3253177 | 3253177 | 1316593 |
Largest Losing Trade | -16244 | -16244 | -15992 | -1479816 | -1479816 | -893952 |
Avg Bars in Trades | 22 | 21 | 22 | 22 | 21 | 22 |
Avg Bars in Winners | 37 | 40 | 35 | 37 | 40 | 35 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 7162 | 3547 | 3614 | 7162 | 3547 | 3614 |
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 | 314116 | 138147 | -2569 | -139794 | -584223 | 230217 |
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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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