Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792040.1348 | 588018.6966 | 204021.4382 | 1602714.3305 | 264626.2105 | 1338088.1199 |
Total P&L (%) | 792.0401 | 588.0187 | 204.0214 | 1602.7143 | 264.6262 | 1338.0881 |
Avg Daily Profit (%) | 0.5379 | 0.3994 | 0.1386 | 0.1927 | 0.0879 | 0.1812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94132 | -132787 | -56091 | -1790551 | -1191389 | -1018675 |
Profit Factor | 2.2718 | 2.744 | 1.7143 | 1.2574 | 1.0786 | 1.4677 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 110 | 62 | 48 | 110 | 62 | 48 |
Profitability (%) | 40.5405 | 33.3333 | 47.8261 | 40.5405 | 33.3333 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.332 | 5.4881 | 1.8702 | 1.8443 | 2.1573 | 1.6012 |
Largest Winning Trade | 443231 | 443231 | 64949 | 1142943 | 1142943 | 758926 |
Largest Losing Trade | -31428 | -31428 | -20408 | -431423 | -291542 | -431423 |
Avg Bars in Trades | 93 | 72 | 114 | 93 | 72 | 114 |
Avg Bars in Winners | 164 | 133 | 185 | 164 | 133 | 185 |
Avg Bars in Losers | 44 | 41 | 48 | 44 | 41 | 48 |
Bars Traded | 17229 | 6719 | 10510 | 17229 | 6719 | 10510 |
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 | 451468 | 294855 | -5961 | 223216 | -215294 | 321961 |
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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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