Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634858.7239 | 469998.1848 | 164860.539 | 1521696.817 | 875266.1838 | 646430.6332 |
Total P&L (%) | 634.8587 | 469.9982 | 164.8605 | 1521.6968 | 875.2662 | 646.4306 |
Avg Daily Profit (%) | 0.3404 | 0.252 | 0.0884 | 0.1495 | 0.1222 | 0.1078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119849 | -122193 | -98343 | -1612548 | -1422041 | -293680 |
Profit Factor | 1.5816 | 1.7221 | 1.3741 | 1.292 | 1.2423 | 1.4044 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 136 | 74 | 62 | 136 | 74 | 62 |
Losing Trades | 115 | 51 | 64 | 115 | 51 | 64 |
Profitability (%) | 54.1833 | 59.2 | 49.2063 | 54.1833 | 59.2 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.3374 | 1.1868 | 1.4184 | 1.0925 | 0.8562 | 1.4497 |
Largest Winning Trade | 101606 | 101606 | 32540 | 647797 | 647797 | 444022 |
Largest Losing Trade | -61389 | -61389 | -40041 | -1299985 | -1299985 | -165614 |
Avg Bars in Trades | 27 | 45 | 10 | 27 | 45 | 10 |
Avg Bars in Winners | 21 | 29 | 12 | 21 | 29 | 12 |
Avg Bars in Losers | 35 | 67 | 9 | 35 | 67 | 9 |
Bars Traded | 7025 | 5649 | 1376 | 7025 | 5649 | 1376 |
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 | 474307 | 402778 | -74673 | 326984 | -30450 | -48150 |
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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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