Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971910.6869 | 766454.3489 | 205456.338 | 1305885.1999 | -141797.1478 | 1447682.3477 |
Total P&L (%) | 971.9107 | 766.4543 | 205.4563 | 1305.8852 | -141.7971 | 1447.6823 |
Avg Daily Profit (%) | 0.6601 | 0.5205 | 0.1395 | 0.1797 | 0 | 0.1862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113275 | -109344 | -62586 | -3399701 | -2602310 | -1438097 |
Profit Factor | 1.7718 | 2.1668 | 1.3411 | 1.0743 | 0.9848 | 1.1748 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 131 | 53 | 78 | 131 | 53 | 78 |
Losing Trades | 205 | 115 | 90 | 205 | 115 | 90 |
Profitability (%) | 38.9881 | 31.5476 | 46.4286 | 38.9881 | 31.5476 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.7727 | 4.7016 | 1.5474 | 1.6811 | 2.1367 | 1.3556 |
Largest Winning Trade | 645983 | 645983 | 37847 | 1068310 | 1068310 | 712861 |
Largest Losing Trade | -33962 | -15191 | -33962 | -603979 | -474088 | -603979 |
Avg Bars in Trades | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Winners | 83 | 86 | 80 | 83 | 86 | 80 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 17538 | 8212 | 9326 | 17538 | 8212 | 9326 |
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 | 460956 | 289732 | -6375 | -132368 | -584851 | -21376 |
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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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