Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673476.1609 | 627187.5657 | 46288.5952 | 15972.6645 | -75924.6544 | 91897.3189 |
Total P&L (%) | 673.4762 | 627.1876 | 46.2886 | 15.9727 | -75.9247 | 91.8973 |
Avg Daily Profit (%) | 0.3234 | 0.3012 | 0.0222 | 0.0071 | -0.0684 | 0.0313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140171 | -155040 | -130985 | -429672 | -444735 | -146589 |
Profit Factor | 1.6469 | 2.0476 | 1.1046 | 1.0089 | 0.9316 | 1.1349 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 116 | 63 | 53 | 116 | 63 | 53 |
Profitability (%) | 40.2062 | 35.0515 | 45.3608 | 40.2062 | 35.0515 | 45.3608 |
Ratio Avg Win / Avg Loss | 2.4493 | 3.7941 | 1.3306 | 1.5004 | 1.7262 | 1.3671 |
Largest Winning Trade | 484582 | 484582 | 48499 | 328996 | 328996 | 99191 |
Largest Losing Trade | -66514 | -36599 | -66514 | -176138 | -176138 | -70259 |
Avg Bars in Trades | 126 | 166 | 85 | 126 | 166 | 85 |
Avg Bars in Winners | 180 | 276 | 106 | 180 | 276 | 106 |
Avg Bars in Losers | 89 | 107 | 68 | 89 | 107 | 68 |
Bars Traded | 24468 | 16146 | 8322 | 24468 | 16146 | 8322 |
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 | 339060 | 240692 | -272350 | -405292 | -584108 | -225285 |
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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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