Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579034.8173 | 389965.1516 | 189069.6656 | 1318102.8629 | -323253.1372 | 1641356.0001 |
Total P&L (%) | 579.0348 | 389.9652 | 189.0697 | 1318.1029 | -323.2531 | 1641.356 |
Avg Daily Profit (%) | 0.3324 | 0.2239 | 0.1085 | 0.1524 | 0 | 0.1642 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91776 | -76389 | -98011 | -1971021 | -1601680 | -1906583 |
Profit Factor | 1.4933 | 1.6364 | 1.337 | 1.072 | 0.967 | 1.1928 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 188 | 89 | 99 | 188 | 89 | 99 |
Losing Trades | 200 | 105 | 95 | 200 | 105 | 95 |
Profitability (%) | 48.4536 | 45.8763 | 51.0309 | 48.4536 | 45.8763 | 51.0309 |
Ratio Avg Win / Avg Loss | 1.5886 | 1.9305 | 1.283 | 1.1405 | 1.1408 | 1.1446 |
Largest Winning Trade | 224388 | 224388 | 49705 | 991852 | 991852 | 760209 |
Largest Losing Trade | -27157 | -27157 | -25763 | -509342 | -469008 | -509342 |
Avg Bars in Trades | 26 | 22 | 31 | 26 | 22 | 31 |
Avg Bars in Winners | 35 | 27 | 43 | 35 | 27 | 43 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 10301 | 4280 | 6021 | 10301 | 4280 | 6021 |
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 | 477010 | 362086 | -47173 | -131944 | -579977 | -130 |
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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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