Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950212.8705 | 840315.1716 | 109897.6989 | 995630.1292 | 609135.8805 | 386494.2487 |
Total P&L (%) | 950.2129 | 840.3152 | 109.8977 | 995.6301 | 609.1359 | 386.4942 |
Avg Daily Profit (%) | 0.4104 | 0.363 | 0.0475 | 0.1035 | 0.0846 | 0.0684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102320 | -117377 | -144919 | -2841970 | -2085415 | -1219017 |
Profit Factor | 1.8199 | 2.4574 | 1.1887 | 1.0864 | 1.1008 | 1.0704 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 118 | 66 | 52 | 118 | 66 | 52 |
Profitability (%) | 39.4872 | 32.6531 | 46.3918 | 39.4872 | 32.6531 | 46.3918 |
Ratio Avg Win / Avg Loss | 2.7889 | 5.0684 | 1.3736 | 1.6648 | 2.2705 | 1.2369 |
Largest Winning Trade | 429024 | 429024 | 59303 | 2090757 | 2090757 | 697177 |
Largest Losing Trade | -37451 | -37451 | -36133 | -1062778 | -576771 | -1062778 |
Avg Bars in Trades | 68 | 64 | 72 | 68 | 64 | 72 |
Avg Bars in Winners | 110 | 114 | 107 | 110 | 114 | 107 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 13416 | 6367 | 7050 | 13416 | 6367 | 7050 |
Profit Streak | 0 | 0 | 21.57 | 0 | 0 | 21.57 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367976 | 254688 | -143617 | -181939 | -195054 | -245879 |
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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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