Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512462.9648 | 308568.6795 | 203894.2852 | 737657.0131 | -2269068.1458 | 3006725.1589 |
Total P&L (%) | 512.463 | 308.5687 | 203.8943 | 737.657 | -2269.0681 | 3006.7252 |
Avg Daily Profit (%) | 0.2825 | 0.1701 | 0.1124 | 0.1172 | 0 | 0.1896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177704 | -121527 | -71421 | -5812981 | -4370967 | -2480484 |
Profit Factor | 1.766 | 1.8097 | 1.7081 | 1.0351 | 0.8125 | 1.3374 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 91 | 40 | 51 | 91 | 40 | 51 |
Losing Trades | 98 | 55 | 43 | 98 | 55 | 43 |
Profitability (%) | 48.1481 | 42.1053 | 54.2553 | 48.1481 | 42.1053 | 54.2553 |
Ratio Avg Win / Avg Loss | 1.9018 | 2.4884 | 1.4402 | 1.1147 | 1.1172 | 1.1276 |
Largest Winning Trade | 264211 | 264211 | 69921 | 1672342 | 1621812 | 1672342 |
Largest Losing Trade | -22600 | -22600 | -19652 | -1118128 | -1118128 | -871397 |
Avg Bars in Trades | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Winners | 51 | 47 | 54 | 51 | 47 | 54 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 7050 | 3189 | 3861 | 7050 | 3189 | 3861 |
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 | 444997 | 267400 | -40565 | -217720 | -582482 | 306356 |
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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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