Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628457.0799 | 384052.2581 | 244404.8217 | 1017160.6899 | -217072.9421 | 1234233.632 |
Total P&L (%) | 628.4571 | 384.0523 | 244.4048 | 1017.1607 | -217.0729 | 1234.2336 |
Avg Daily Profit (%) | 0.3474 | 0.2123 | 0.1351 | 0.1335 | 0 | 0.1433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116331 | -81328 | -70332 | -1326139 | -915352 | -1011106 |
Profit Factor | 1.771 | 1.8621 | 1.6613 | 1.1379 | 0.9437 | 1.3508 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 111 | 45 | 66 | 111 | 45 | 66 |
Losing Trades | 136 | 79 | 57 | 136 | 79 | 57 |
Profitability (%) | 44.9393 | 36.2903 | 53.6585 | 44.9393 | 36.2903 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.1699 | 3.2689 | 1.4348 | 1.3942 | 1.6568 | 1.1666 |
Largest Winning Trade | 301809 | 301809 | 53739 | 609475 | 609475 | 443414 |
Largest Losing Trade | -58736 | -20543 | -58736 | -867702 | -329446 | -867702 |
Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
Avg Bars in Winners | 62 | 57 | 65 | 62 | 57 | 65 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 10717 | 4713 | 6004 | 10717 | 4713 | 6004 |
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 | 431281 | 205328 | -10401 | -83919 | -583556 | -663 |
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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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