Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622924.4161 | 384571.7833 | 238352.6327 | 1196568.271 | -17609.493 | 1214177.7641 |
Total P&L (%) | 622.9244 | 384.5718 | 238.3526 | 1196.5683 | -17.6095 | 1214.1778 |
Avg Daily Profit (%) | 0.3452 | 0.2131 | 0.1321 | 0.1421 | -0.0107 | 0.1428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124195 | -158131 | -35444 | -1045431 | -1206625 | -377575 |
Profit Factor | 1.8509 | 1.8333 | 1.8809 | 1.2261 | 0.9945 | 1.5819 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 80 | 30 | 50 | 80 | 30 | 50 |
Losing Trades | 100 | 60 | 40 | 100 | 60 | 40 |
Profitability (%) | 44.4444 | 33.3333 | 55.5556 | 44.4444 | 33.3333 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.3137 | 3.6667 | 1.5047 | 1.5326 | 1.989 | 1.2655 |
Largest Winning Trade | 291459 | 291459 | 50031 | 811892 | 811892 | 417126 |
Largest Losing Trade | -32156 | -32156 | -24486 | -303528 | -282748 | -303528 |
Avg Bars in Trades | 115 | 129 | 102 | 115 | 129 | 102 |
Avg Bars in Winners | 140 | 197 | 106 | 140 | 197 | 106 |
Avg Bars in Losers | 95 | 94 | 96 | 95 | 94 | 96 |
Bars Traded | 20824 | 11624 | 9200 | 20824 | 11624 | 9200 |
Profit Streak | 0 | 0 | 87.4674 | 0 | 0 | 87.4674 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416646 | 158999 | -11349 | -3402 | -584795 | 59262 |
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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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