Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711412.2528 | 505724.0124 | 205688.2404 | 1060702.3204 | -130105.3295 | 1190807.6499 |
Total P&L (%) | 711.4123 | 505.724 | 205.6882 | 1060.7023 | -130.1053 | 1190.8077 |
Avg Daily Profit (%) | 0.4804 | 0.3415 | 0.1389 | 0.1657 | 0 | 0.1729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100810 | -86100 | -56449 | -3236195 | -2364281 | -2117457 |
Profit Factor | 1.9676 | 2.1083 | 1.7375 | 1.0892 | 0.9815 | 1.245 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 80 | 33 | 47 | 80 | 33 | 47 |
Losing Trades | 110 | 62 | 48 | 110 | 62 | 48 |
Profitability (%) | 42.1053 | 34.7368 | 49.4737 | 42.1053 | 34.7368 | 49.4737 |
Ratio Avg Win / Avg Loss | 2.7055 | 3.961 | 1.7745 | 1.4976 | 1.844 | 1.2715 |
Largest Winning Trade | 356553 | 356553 | 67435 | 1845377 | 1845377 | 1057008 |
Largest Losing Trade | -28548 | -28548 | -24183 | -851906 | -772976 | -851906 |
Avg Bars in Trades | 91 | 81 | 101 | 91 | 81 | 101 |
Avg Bars in Winners | 137 | 110 | 156 | 137 | 110 | 156 |
Avg Bars in Losers | 58 | 66 | 48 | 58 | 66 | 48 |
Bars Traded | 17426 | 7755 | 9671 | 17426 | 7755 | 9671 |
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 | 435487 | 252724 | -4816 | -116753 | -584236 | 253749 |
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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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