Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720622.8565 | 553949.6035 | 166673.253 | 1760715.5379 | -1099172.2434 | 2859887.7813 |
Total P&L (%) | 720.6229 | 553.9496 | 166.6733 | 1760.7155 | -1099.1722 | 2859.8878 |
Avg Daily Profit (%) | 0.3065 | 0.2356 | 0.0709 | 0.1244 | 0 | 0.1442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99649 | -84200 | -129507 | -2140426 | -3013348 | -852421 |
Profit Factor | 1.7013 | 2.0467 | 1.3345 | 1.1377 | 0.8565 | 1.5581 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 92 | 40 | 52 | 92 | 40 | 52 |
Losing Trades | 123 | 68 | 55 | 123 | 68 | 55 |
Profitability (%) | 42.7907 | 37.037 | 48.5981 | 42.7907 | 37.037 | 48.5981 |
Ratio Avg Win / Avg Loss | 2.2746 | 3.4794 | 1.4115 | 1.5211 | 1.4561 | 1.648 |
Largest Winning Trade | 273374 | 273374 | 60158 | 1665082 | 1665082 | 979307 |
Largest Losing Trade | -27876 | -21758 | -27876 | -608019 | -608019 | -416699 |
Avg Bars in Trades | 64 | 58 | 71 | 64 | 58 | 71 |
Avg Bars in Winners | 104 | 101 | 106 | 104 | 101 | 106 |
Avg Bars in Losers | 35 | 32 | 38 | 35 | 32 | 38 |
Bars Traded | 13910 | 6275 | 7635 | 13910 | 6275 | 7635 |
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 | 377781 | 249297 | -98792 | -96081 | -584419 | 66628 |
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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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