Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792598.9272 | 651596.9448 | 141001.9823 | 1606117.1381 | -207282.0384 | 1813399.1765 |
Total P&L (%) | 792.5989 | 651.5969 | 141.002 | 1606.1171 | -207.282 | 1813.3992 |
Avg Daily Profit (%) | 0.3291 | 0.2705 | 0.0585 | 0.1179 | 0 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91455 | -74558 | -70438 | -2502917 | -2542813 | -1221089 |
Profit Factor | 1.9337 | 2.5003 | 1.3401 | 1.1074 | 0.9743 | 1.2625 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
Losing Trades | 133 | 72 | 61 | 133 | 72 | 61 |
Profitability (%) | 40.0901 | 35.1351 | 45.045 | 40.0901 | 35.1351 | 45.045 |
Ratio Avg Win / Avg Loss | 2.8897 | 4.616 | 1.6349 | 1.6548 | 1.7986 | 1.5402 |
Largest Winning Trade | 281115 | 281115 | 65321 | 1352391 | 1352391 | 1333314 |
Largest Losing Trade | -24319 | -21521 | -24319 | -639795 | -512522 | -639795 |
Avg Bars in Trades | 63 | 49 | 77 | 63 | 49 | 77 |
Avg Bars in Winners | 115 | 90 | 134 | 115 | 90 | 134 |
Avg Bars in Losers | 29 | 27 | 30 | 29 | 27 | 30 |
Bars Traded | 14124 | 5535 | 8589 | 14124 | 5535 | 8589 |
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 | 364367 | 265205 | -115494 | -139266 | -584039 | -30117 |
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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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