Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791092.9412 | 597610.7714 | 193482.1698 | 903622.2021 | 1045931.8165 | -142309.6144 |
Total P&L (%) | 791.0929 | 597.6108 | 193.4822 | 903.6222 | 1045.9318 | -142.3096 |
Avg Daily Profit (%) | 0.5373 | 0.4059 | 0.1314 | 0.1567 | 0.1658 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168273 | -112010 | -94407 | -6056086 | -4476555 | -3645956 |
Profit Factor | 1.7622 | 2.0374 | 1.419 | 1.0335 | 1.0747 | 0.989 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 108 | 44 | 64 | 108 | 44 | 64 |
Losing Trades | 163 | 92 | 71 | 163 | 92 | 71 |
Profitability (%) | 39.8524 | 32.3529 | 47.4074 | 39.8524 | 32.3529 | 47.4074 |
Ratio Avg Win / Avg Loss | 2.6597 | 4.26 | 1.5742 | 1.5599 | 2.2472 | 1.0972 |
Largest Winning Trade | 488363 | 488363 | 43673 | 2097107 | 2097107 | 1634568 |
Largest Losing Trade | -22696 | -18526 | -22696 | -1235131 | -705321 | -1235131 |
Avg Bars in Trades | 64 | 51 | 78 | 64 | 51 | 78 |
Avg Bars in Winners | 109 | 94 | 119 | 109 | 94 | 119 |
Avg Bars in Losers | 35 | 30 | 41 | 35 | 30 | 41 |
Bars Traded | 17505 | 6948 | 10557 | 17505 | 6948 | 10557 |
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 | 422392 | 238078 | -16883 | -177383 | -136517 | -580315 |
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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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