Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564650.4017 | 466244.0918 | 98406.3099 | 423062.4736 | 357394.8065 | 65667.667 |
Total P&L (%) | 564.6504 | 466.2441 | 98.4063 | 423.0625 | 357.3948 | 65.6677 |
Avg Daily Profit (%) | 0.2259 | 0.1866 | 0.0394 | 0.0662 | 0.0609 | 0.0202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107643 | -64404 | -104538 | -533978 | -409745 | -214802 |
Profit Factor | 1.6328 | 2.1073 | 1.2088 | 1.1989 | 1.3324 | 1.0625 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 45.4082 | 42.8571 | 47.9592 | 45.4082 | 42.8571 | 47.9592 |
Ratio Avg Win / Avg Loss | 1.963 | 2.8097 | 1.3117 | 1.4414 | 1.7765 | 1.1529 |
Largest Winning Trade | 238229 | 238229 | 57025 | 686294 | 686294 | 132650 |
Largest Losing Trade | -36164 | -26250 | -36164 | -214802 | -194424 | -214802 |
Avg Bars in Trades | 75 | 67 | 82 | 75 | 67 | 82 |
Avg Bars in Winners | 106 | 96 | 114 | 106 | 96 | 114 |
Avg Bars in Losers | 49 | 46 | 52 | 49 | 46 | 52 |
Bars Traded | 14722 | 6646 | 8076 | 14722 | 6646 | 8076 |
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 | 381292 | 303941 | -141864 | -106972 | -113345 | -319069 |
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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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