Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547832.7763 | 486308.3083 | 61524.468 | 291470.4024 | 1194806.5361 | -903336.1337 |
Total P&L (%) | 547.8328 | 486.3083 | 61.5245 | 291.4704 | 1194.8065 | -903.3361 |
Avg Daily Profit (%) | 0.2631 | 0.2335 | 0.0295 | 0.0656 | 0.1231 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119645 | -114289 | -102931 | -1609435 | -805426 | -1274130 |
Profit Factor | 1.6014 | 1.9824 | 1.1479 | 1.0456 | 1.3653 | 0.711 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 43.299 | 41.2371 | 45.3608 | 43.299 | 41.2371 | 45.3608 |
Ratio Avg Win / Avg Loss | 2.097 | 2.8249 | 1.3827 | 1.3692 | 1.9456 | 0.8565 |
Largest Winning Trade | 195715 | 195715 | 50981 | 1253987 | 1253987 | 178915 |
Largest Losing Trade | -37036 | -35724 | -37036 | -443477 | -239053 | -443477 |
Avg Bars in Trades | 128 | 129 | 126 | 128 | 129 | 126 |
Avg Bars in Winners | 179 | 189 | 170 | 179 | 189 | 170 |
Avg Bars in Losers | 88 | 87 | 90 | 88 | 87 | 90 |
Bars Traded | 24853 | 12568 | 12285 | 24853 | 12568 | 12285 |
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 | 360629 | 286945 | -213905 | -277393 | -30431 | -582877 |
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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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