Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616966.2853 | 381003.8359 | 235962.4494 | 1064660.9629 | -62291.3725 | 1126952.3354 |
Total P&L (%) | 616.9663 | 381.0038 | 235.9624 | 1064.661 | -62.2914 | 1126.9523 |
Avg Daily Profit (%) | 0.3399 | 0.2099 | 0.13 | 0.1353 | -0.0537 | 0.1382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94541 | -69132 | -53212 | -1919634 | -1648253 | -1615351 |
Profit Factor | 1.8079 | 1.8999 | 1.6933 | 1.0967 | 0.989 | 1.211 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 84 | 34 | 50 | 84 | 34 | 50 |
Losing Trades | 132 | 74 | 58 | 132 | 74 | 58 |
Profitability (%) | 38.8889 | 31.4815 | 46.2963 | 38.8889 | 31.4815 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.8409 | 4.1352 | 1.9643 | 1.7234 | 2.1525 | 1.4047 |
Largest Winning Trade | 301770 | 301770 | 66748 | 1011040 | 1011040 | 713016 |
Largest Losing Trade | -49520 | -21159 | -49520 | -1310450 | -371276 | -1310450 |
Avg Bars in Trades | 98 | 88 | 109 | 98 | 88 | 109 |
Avg Bars in Winners | 165 | 148 | 177 | 165 | 148 | 177 |
Avg Bars in Losers | 56 | 61 | 49 | 56 | 61 | 49 |
Bars Traded | 21367 | 9589 | 11778 | 21367 | 9589 | 11778 |
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 | 341013 | 138404 | -17970 | -128141 | -585468 | -10259 |
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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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