Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637608.4807 | 628813.1028 | 8795.3779 | 27408.8604 | -443652.008 | 471060.8684 |
Total P&L (%) | 637.6085 | 628.8131 | 8.7954 | 27.4089 | -443.652 | 471.0609 |
Avg Daily Profit (%) | 0.3296 | 0.3251 | 0.0045 | 0.0125 | 0 | 0.0901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179259 | -126682 | -86973 | -1823201 | -1271586 | -1006267 |
Profit Factor | 1.4928 | 1.9649 | 1.0137 | 1.004 | 0.8766 | 1.1476 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 146 | 72 | 74 | 146 | 72 | 74 |
Profitability (%) | 39.1667 | 40 | 38.3333 | 39.1667 | 40 | 38.3333 |
Ratio Avg Win / Avg Loss | 2.3187 | 2.9473 | 1.6307 | 1.5595 | 1.3149 | 1.8461 |
Largest Winning Trade | 444787 | 444787 | 49511 | 646482 | 646482 | 527707 |
Largest Losing Trade | -40855 | -26820 | -40855 | -723314 | -231293 | -723314 |
Avg Bars in Trades | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Winners | 71 | 69 | 74 | 71 | 69 | 74 |
Avg Bars in Losers | 31 | 36 | 27 | 31 | 36 | 27 |
Bars Traded | 11401 | 5915 | 5486 | 11401 | 5915 | 5486 |
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 | 308230 | 313739 | -561641 | -397379 | -583235 | -134500 |
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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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