Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765408.9974 | 640299.0877 | 125109.9098 | 1322598.5859 | 187736.204 | 1134862.3819 |
Total P&L (%) | 765.409 | 640.2991 | 125.1099 | 1322.5986 | 187.7362 | 1134.8624 |
Avg Daily Profit (%) | 0.3964 | 0.3316 | 0.0648 | 0.1376 | 0.0547 | 0.1303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204620 | -103721 | -101363 | -1703494 | -1290111 | -1224475 |
Profit Factor | 1.8898 | 2.5261 | 1.2839 | 1.1739 | 1.0514 | 1.2872 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 97 | 42 | 55 | 97 | 42 | 55 |
Losing Trades | 104 | 59 | 45 | 104 | 59 | 45 |
Profitability (%) | 48.2587 | 41.5842 | 55 | 48.2587 | 41.5842 | 55 |
Ratio Avg Win / Avg Loss | 2.0261 | 3.5485 | 1.0505 | 1.2586 | 1.4769 | 1.0532 |
Largest Winning Trade | 321455 | 321455 | 54634 | 718794 | 718794 | 515928 |
Largest Losing Trade | -37738 | -37738 | -36663 | -424445 | -342715 | -424445 |
Avg Bars in Trades | 18 | 15 | 22 | 18 | 15 | 22 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 11 | 8 | 16 | 11 | 8 | 16 |
Bars Traded | 3798 | 1543 | 2255 | 3798 | 1543 | 2255 |
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 | 502436 | 385122 | -105795 | -37498 | -287091 | -18074 |
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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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