Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793402.9304 | 630637.9735 | 162764.9569 | 522136.6071 | -108166.9512 | 630303.5584 |
Total P&L (%) | 793.4029 | 630.638 | 162.765 | 522.1366 | -108.167 | 630.3036 |
Avg Daily Profit (%) | 0.5388 | 0.4283 | 0.1105 | 0.1242 | 0 | 0.1351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158787 | -118618 | -66722 | -3356312 | -2280909 | -1234225 |
Profit Factor | 1.8618 | 2.1494 | 1.4376 | 1.0545 | 0.9807 | 1.1586 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 94 | 40 | 54 | 94 | 40 | 54 |
Losing Trades | 132 | 73 | 59 | 132 | 73 | 59 |
Profitability (%) | 41.5929 | 35.3982 | 47.7876 | 41.5929 | 35.3982 | 47.7876 |
Ratio Avg Win / Avg Loss | 2.6145 | 3.9226 | 1.5708 | 1.4808 | 1.7898 | 1.2659 |
Largest Winning Trade | 477419 | 477419 | 62624 | 1241506 | 1241506 | 494286 |
Largest Losing Trade | -28681 | -26810 | -28681 | -993021 | -993021 | -541812 |
Avg Bars in Trades | 76 | 85 | 66 | 76 | 85 | 66 |
Avg Bars in Winners | 101 | 113 | 93 | 101 | 113 | 93 |
Avg Bars in Losers | 57 | 69 | 42 | 57 | 69 | 42 |
Bars Traded | 17180 | 9649 | 7531 | 17180 | 9649 | 7531 |
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 | 445708 | 293234 | -44494 | -189435 | -583932 | -59368 |
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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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