Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 826727.408 | 634781.2865 | 191946.1214 | 954305.0757 | 392135.5897 | 562169.486 |
Total P&L (%) | 826.7274 | 634.7813 | 191.9461 | 954.3051 | 392.1356 | 562.1695 |
Avg Daily Profit (%) | 0.5594 | 0.4295 | 0.1299 | 0.1595 | 0.1079 | 0.128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112643 | -143080 | -75815 | -1783089 | -1680979 | -1024292 |
Profit Factor | 1.8193 | 2.1576 | 1.4167 | 1.1075 | 1.0803 | 1.1407 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 84 | 33 | 51 | 84 | 33 | 51 |
Losing Trades | 169 | 94 | 75 | 169 | 94 | 75 |
Profitability (%) | 33.2016 | 25.9843 | 40.4762 | 33.2016 | 25.9843 | 40.4762 |
Ratio Avg Win / Avg Loss | 3.6604 | 6.146 | 2.0833 | 2.2282 | 3.0773 | 1.6775 |
Largest Winning Trade | 523434 | 523434 | 35505 | 951478 | 951478 | 465650 |
Largest Losing Trade | -23591 | -20822 | -23591 | -371503 | -371503 | -367548 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 43 | 41 | 44 | 43 | 41 | 44 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 5744 | 2481 | 3263 | 5744 | 2481 | 3263 |
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 | 346661 | -11312 | -21385 | -98406 | -205441 | -90041 |
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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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