Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675146.311 | 526305.0873 | 148841.2238 | 1181631.5006 | -22457.5335 | 1204089.0341 |
Total P&L (%) | 675.1463 | 526.3051 | 148.8412 | 1181.6315 | -22.4575 | 1204.089 |
Avg Daily Profit (%) | 0.3241 | 0.2526 | 0.0714 | 0.1225 | -0.0122 | 0.1233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108040 | -67247 | -186227 | -719811 | -830362 | -437923 |
Profit Factor | 1.5778 | 1.9513 | 1.242 | 1.1724 | 0.9935 | 1.352 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 119 | 55 | 64 | 119 | 55 | 64 |
Losing Trades | 140 | 74 | 66 | 140 | 74 | 66 |
Profitability (%) | 45.9459 | 42.6357 | 49.2308 | 45.9459 | 42.6357 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.8563 | 2.6254 | 1.2808 | 1.3792 | 1.3367 | 1.3942 |
Largest Winning Trade | 115581 | 115581 | 51473 | 703875 | 703875 | 607767 |
Largest Losing Trade | -62828 | -34061 | -62828 | -280243 | -205567 | -280243 |
Avg Bars in Trades | 95 | 81 | 109 | 95 | 81 | 109 |
Avg Bars in Winners | 126 | 106 | 144 | 126 | 106 | 144 |
Avg Bars in Losers | 68 | 62 | 75 | 68 | 62 | 75 |
Bars Traded | 24651 | 10453 | 14198 | 24651 | 10453 | 14198 |
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 | 423701 | 328249 | -98326 | -60201 | -582187 | -28036 |
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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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