Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908237.328 | 712452.6081 | 195784.7199 | 1404292.232 | 213247.1102 | 1191045.1219 |
Total P&L (%) | 908.2373 | 712.4526 | 195.7847 | 1404.2922 | 213.2471 | 1191.0451 |
Avg Daily Profit (%) | 0.612 | 0.48 | 0.1319 | 0.1828 | 0.077 | 0.1725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93770 | -117760 | -76431 | -2609726 | -2196611 | -1382155 |
Profit Factor | 1.664 | 1.987 | 1.3031 | 1.0652 | 1.0187 | 1.1172 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 132 | 57 | 75 | 132 | 57 | 75 |
Losing Trades | 296 | 157 | 139 | 296 | 157 | 139 |
Profitability (%) | 30.8411 | 26.6355 | 35.0467 | 30.8411 | 26.6355 | 35.0467 |
Ratio Avg Win / Avg Loss | 3.7314 | 5.473 | 2.415 | 2.3886 | 2.806 | 2.0706 |
Largest Winning Trade | 547461 | 547461 | 36949 | 1278989 | 1278989 | 619478 |
Largest Losing Trade | -20193 | -19357 | -20193 | -401778 | -401778 | -322405 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 85 | 85 | 85 | 85 | 85 | 85 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 17714 | 7989 | 9725 | 17714 | 7989 | 9725 |
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 | 341886 | -7835 | -20956 | -145010 | -311028 | -87900 |
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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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