Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598682.9032 | 340602.651 | 258080.2522 | 4220654.8672 | 4691687.2387 | -471032.3715 |
Total P&L (%) | 598.6829 | 340.6027 | 258.0803 | 4220.6549 | 4691.6872 | -471.0324 |
Avg Daily Profit (%) | 0.3557 | 0.2024 | 0.1533 | 0.224 | 0.2302 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71886 | -38639 | -70513 | -4758832 | -1990738 | -4567017 |
Profit Factor | 1.7384 | 1.9409 | 1.5751 | 1.1484 | 1.4069 | 0.9721 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Losing Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Profitability (%) | 54.1833 | 55.5556 | 52.8 | 54.1833 | 55.5556 | 52.8 |
Ratio Avg Win / Avg Loss | 1.47 | 1.5527 | 1.408 | 0.9711 | 1.1255 | 0.869 |
Largest Winning Trade | 74040 | 74040 | 41439 | 2174421 | 1993987 | 2174421 |
Largest Losing Trade | -39477 | -18372 | -39477 | -3141461 | -1237254 | -3141461 |
Avg Bars in Trades | 79 | 64 | 94 | 79 | 64 | 94 |
Avg Bars in Winners | 84 | 65 | 105 | 84 | 65 | 105 |
Avg Bars in Losers | 72 | 63 | 81 | 72 | 63 | 81 |
Bars Traded | 19913 | 8125 | 11788 | 19913 | 8125 | 11788 |
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 | 482701 | 425807 | 328596 | -48821 | 343183 | -580637 |
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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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