Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573291.0263 | 486314.5088 | 86976.5175 | 776917.8733 | -142012.6021 | 918930.4753 |
Total P&L (%) | 573.291 | 486.3145 | 86.9765 | 776.9179 | -142.0126 | 918.9305 |
Avg Daily Profit (%) | 0.3089 | 0.262 | 0.0469 | 0.1171 | 0 | 0.1252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99809 | -90219 | -150516 | -1943877 | -1604237 | -668771 |
Profit Factor | 1.6424 | 2.1731 | 1.182 | 1.0908 | 0.9679 | 1.2225 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 39.1753 | 36.0825 | 42.268 | 39.1753 | 36.0825 | 42.268 |
Ratio Avg Win / Avg Loss | 2.5501 | 3.8494 | 1.6145 | 1.6937 | 1.7145 | 1.6697 |
Largest Winning Trade | 209499 | 209499 | 40031 | 649602 | 649602 | 511159 |
Largest Losing Trade | -26263 | -20433 | -26263 | -427376 | -427376 | -374724 |
Avg Bars in Trades | 113 | 108 | 118 | 113 | 108 | 118 |
Avg Bars in Winners | 179 | 181 | 177 | 179 | 181 | 177 |
Avg Bars in Losers | 70 | 66 | 74 | 70 | 66 | 74 |
Bars Traded | 21939 | 10488 | 11451 | 21939 | 10488 | 11451 |
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 | 319857 | 236802 | -152810 | -158984 | -583707 | -28087 |
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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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