Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757932.1197 | 640218.5123 | 117713.6073 | 1390948.4933 | 515336.2189 | 875612.2744 |
Total P&L (%) | 757.9321 | 640.2185 | 117.7136 | 1390.9485 | 515.3362 | 875.6123 |
Avg Daily Profit (%) | 0.3125 | 0.264 | 0.0485 | 0.1115 | 0.0749 | 0.094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100447 | -76007 | -129167 | -2170016 | -1643101 | -953722 |
Profit Factor | 1.9569 | 2.7033 | 1.2829 | 1.1499 | 1.1105 | 1.1896 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Profitability (%) | 37.1134 | 38.1443 | 36.0825 | 37.1134 | 38.1443 | 36.0825 |
Ratio Avg Win / Avg Loss | 3.3159 | 4.3837 | 2.2725 | 1.9484 | 1.8008 | 2.1073 |
Largest Winning Trade | 300474 | 300474 | 75388 | 896922 | 896922 | 875668 |
Largest Losing Trade | -29573 | -20071 | -29573 | -359112 | -354401 | -359112 |
Avg Bars in Trades | 24 | 17 | 31 | 24 | 17 | 31 |
Avg Bars in Winners | 45 | 29 | 62 | 45 | 29 | 62 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 4711 | 1696 | 3014 | 4711 | 1696 | 3014 |
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 | 323940 | 328092 | -132714 | -102051 | -194948 | -83666 |
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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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