Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935655.5924 | 740550.2454 | 195105.347 | 4419391.3158 | -112614.7866 | 4532006.1024 |
Total P&L (%) | 935.6556 | 740.5502 | 195.1053 | 4419.3913 | -112.6148 | 4532.0061 |
Avg Daily Profit (%) | 0.3871 | 0.3064 | 0.0807 | 0.1578 | 0 | 0.1588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126499 | -95666 | -108431 | -13557145 | -11160333 | -4401330 |
Profit Factor | 1.9936 | 2.4766 | 1.4432 | 1.0773 | 0.9965 | 1.179 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 36.7876 | 31.9588 | 41.6667 | 36.7876 | 31.9588 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.4256 | 5.2728 | 2.0205 | 1.8512 | 2.1215 | 1.6506 |
Largest Winning Trade | 344915 | 344915 | 58510 | 7380712 | 7380712 | 4255655 |
Largest Losing Trade | -19992 | -19504 | -19992 | -2378895 | -2378895 | -2217511 |
Avg Bars in Trades | 49 | 45 | 53 | 49 | 45 | 53 |
Avg Bars in Winners | 90 | 89 | 90 | 90 | 89 | 90 |
Avg Bars in Losers | 25 | 25 | 26 | 25 | 25 | 26 |
Bars Traded | 9543 | 4432 | 5111 | 9543 | 4432 | 5111 |
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 | 334688 | 228795 | -86656 | -130807 | -585311 | -18349 |
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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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