Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867371.417 | 724628.9429 | 142742.4742 | 1200336.9066 | -196492.756 | 1396829.6626 |
Total P&L (%) | 867.3714 | 724.6289 | 142.7425 | 1200.3369 | -196.4928 | 1396.8297 |
Avg Daily Profit (%) | 0.4683 | 0.3913 | 0.0771 | 0.1386 | 0 | 0.1462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88387 | -89250 | -57792 | -2134830 | -1948969 | -1284637 |
Profit Factor | 2.02 | 2.675 | 1.3417 | 1.08 | 0.9758 | 1.2029 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 46.383 | 44.9153 | 47.8632 | 46.383 | 44.9153 | 47.8632 |
Ratio Avg Win / Avg Loss | 2.3351 | 3.2807 | 1.4615 | 1.2485 | 1.1967 | 1.3103 |
Largest Winning Trade | 626163 | 626163 | 68672 | 886067 | 886067 | 806636 |
Largest Losing Trade | -33116 | -19253 | -33116 | -628836 | -628836 | -536076 |
Avg Bars in Trades | 45 | 38 | 52 | 45 | 38 | 52 |
Avg Bars in Winners | 65 | 60 | 70 | 65 | 60 | 70 |
Avg Bars in Losers | 28 | 21 | 35 | 28 | 21 | 35 |
Bars Traded | 10738 | 4596 | 6142 | 10738 | 4596 | 6142 |
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 | 503759 | 452067 | -90775 | -140243 | -581329 | 35318 |
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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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