Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768881.4758 | 578767.9587 | 190113.5171 | 921649.789 | 145704.3577 | 775945.4314 |
Total P&L (%) | 768.8815 | 578.768 | 190.1135 | 921.6498 | 145.7044 | 775.9454 |
Avg Daily Profit (%) | 0.5222 | 0.3931 | 0.1291 | 0.158 | 0.0611 | 0.1475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124070 | -127634 | -58202 | -2819344 | -2114393 | -1063394 |
Profit Factor | 1.861 | 2.1995 | 1.4632 | 1.0854 | 1.0245 | 1.1604 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 141 | 75 | 66 | 141 | 75 | 66 |
Profitability (%) | 38.6957 | 34.7826 | 42.6087 | 38.6957 | 34.7826 | 42.6087 |
Ratio Avg Win / Avg Loss | 2.9484 | 4.124 | 1.9708 | 1.7196 | 1.9209 | 1.563 |
Largest Winning Trade | 488127 | 488127 | 40723 | 1013357 | 1013357 | 659795 |
Largest Losing Trade | -21506 | -21498 | -21506 | -492390 | -492390 | -340285 |
Avg Bars in Trades | 76 | 66 | 85 | 76 | 66 | 85 |
Avg Bars in Winners | 126 | 108 | 141 | 126 | 108 | 141 |
Avg Bars in Losers | 43 | 43 | 44 | 43 | 43 | 44 |
Bars Traded | 17485 | 7626 | 9859 | 17485 | 7626 | 9859 |
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 | 400718 | 277446 | -21582 | -120944 | -310016 | -41854 |
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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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