Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582822.304 | 462846.6373 | 119975.6667 | 377358.9559 | 606154.4867 | -228795.5309 |
Total P&L (%) | 582.8223 | 462.8466 | 119.9757 | 377.359 | 606.1545 | -228.7955 |
Avg Daily Profit (%) | 0.2532 | 0.2011 | 0.0521 | 0.0679 | 0.085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113141 | -105321 | -110486 | -1442928 | -872796 | -670269 |
Profit Factor | 1.5875 | 1.8641 | 1.2629 | 1.0669 | 1.2026 | 0.9135 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 39.4737 | 38.9474 | 40 | 39.4737 | 38.9474 | 40 |
Ratio Avg Win / Avg Loss | 2.4342 | 2.9221 | 1.8944 | 1.636 | 1.8852 | 1.3703 |
Largest Winning Trade | 245089 | 245089 | 61807 | 929201 | 929201 | 298331 |
Largest Losing Trade | -36480 | -24342 | -36480 | -578121 | -253055 | -578121 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 73 | 74 | 71 | 73 | 74 | 71 |
Avg Bars in Losers | 30 | 30 | 31 | 30 | 30 | 31 |
Bars Traded | 9025 | 4516 | 4509 | 9025 | 4516 | 4509 |
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 | 300453 | 236497 | -126528 | -251117 | -83112 | -583300 |
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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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