Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838374.2278 | 657347.1011 | 181027.1267 | 610373.6189 | 80712.6835 | 529660.9354 |
Total P&L (%) | 838.3742 | 657.3471 | 181.0271 | 610.3736 | 80.7127 | 529.6609 |
Avg Daily Profit (%) | 0.5694 | 0.4464 | 0.1229 | 0.1332 | 0.0402 | 0.125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116915 | -179873 | -42425 | -426583 | -446694 | -165336 |
Profit Factor | 2.0473 | 2.173 | 1.754 | 1.2153 | 1.0412 | 1.6038 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 84 | 35 | 49 | 84 | 35 | 49 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 43.0769 | 36.0825 | 50 | 43.0769 | 36.0825 | 50 |
Ratio Avg Win / Avg Loss | 2.7054 | 3.8493 | 1.754 | 1.606 | 1.8445 | 1.6038 |
Largest Winning Trade | 494620 | 494620 | 44358 | 353575 | 353575 | 135191 |
Largest Losing Trade | -35765 | -35765 | -22331 | -142571 | -142571 | -94922 |
Avg Bars in Trades | 88 | 118 | 58 | 88 | 118 | 58 |
Avg Bars in Winners | 111 | 158 | 77 | 111 | 158 | 77 |
Avg Bars in Losers | 71 | 95 | 40 | 71 | 95 | 40 |
Bars Traded | 17235 | 11465 | 5770 | 17235 | 11465 | 5770 |
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 | 482945 | 308534 | -25846 | -15723 | -318982 | -22922 |
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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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