Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742332.9752 | 610180.9608 | 132152.0144 | 948341.39 | 53036.4991 | 895304.8909 |
Total P&L (%) | 742.333 | 610.181 | 132.152 | 948.3414 | 53.0365 | 895.3049 |
Avg Daily Profit (%) | 0.4002 | 0.3289 | 0.0712 | 0.1268 | 0.0229 | 0.124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80247 | -94123 | -47405 | -1419017 | -1334383 | -923120 |
Profit Factor | 1.8186 | 2.3756 | 1.2853 | 1.0769 | 1.0082 | 1.1538 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Profitability (%) | 45.3875 | 44.1176 | 46.6667 | 45.3875 | 44.1176 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.1882 | 3.0091 | 1.4689 | 1.2958 | 1.277 | 1.3186 |
Largest Winning Trade | 494838 | 494838 | 68614 | 1045721 | 1045721 | 605573 |
Largest Losing Trade | -32843 | -21567 | -32843 | -413509 | -396205 | -413509 |
Avg Bars in Trades | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Winners | 58 | 49 | 66 | 58 | 49 | 66 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 10785 | 4606 | 6179 | 10785 | 4606 | 6179 |
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 | 461615 | 402610 | -99317 | -159643 | -377383 | -80011 |
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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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