Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500938.4517 | 420947.9508 | 79990.5009 | 631614.8712 | 70210.2329 | 561404.6382 |
Total P&L (%) | 500.9385 | 420.948 | 79.9905 | 631.6149 | 70.2102 | 561.4046 |
Avg Daily Profit (%) | 0.2405 | 0.2021 | 0.0384 | 0.0956 | 0.0255 | 0.0907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114753 | -66797 | -90651 | -1918550 | -1304393 | -958187 |
Profit Factor | 1.6378 | 2.0407 | 1.21 | 1.0808 | 1.016 | 1.1633 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 42.5532 | 39.3617 | 45.7447 | 42.5532 | 39.3617 | 45.7447 |
Ratio Avg Win / Avg Loss | 2.211 | 3.1438 | 1.4351 | 1.4591 | 1.5652 | 1.3798 |
Largest Winning Trade | 189403 | 189403 | 69833 | 942777 | 942777 | 516791 |
Largest Losing Trade | -31620 | -20193 | -31620 | -477375 | -243732 | -477375 |
Avg Bars in Trades | 130 | 121 | 140 | 130 | 121 | 140 |
Avg Bars in Winners | 197 | 204 | 192 | 197 | 204 | 192 |
Avg Bars in Losers | 81 | 67 | 96 | 81 | 67 | 96 |
Bars Traded | 24622 | 11392 | 13230 | 24622 | 11392 | 13230 |
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 | 344635 | 254776 | -144035 | -198543 | -364993 | -114238 |
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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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