Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712609.512 | 596058.6805 | 116550.8314 | 215824.1273 | -25067.5275 | 240891.6548 |
Total P&L (%) | 712.6095 | 596.0587 | 116.5508 | 215.8241 | -25.0675 | 240.8917 |
Avg Daily Profit (%) | 0.4809 | 0.4022 | 0.0786 | 0.0776 | -0.0195 | 0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148569 | -106424 | -67526 | -1539136 | -1238164 | -695120 |
Profit Factor | 1.7746 | 2.1728 | 1.2831 | 1.0282 | 0.9943 | 1.074 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 36.5482 | 30.6122 | 42.4242 | 36.5482 | 30.6122 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.0809 | 4.9249 | 1.7413 | 1.7851 | 2.2537 | 1.4575 |
Largest Winning Trade | 425992 | 425992 | 66117 | 1147862 | 1147862 | 345164 |
Largest Losing Trade | -29151 | -26178 | -29151 | -321786 | -321786 | -300652 |
Avg Bars in Trades | 89 | 80 | 98 | 89 | 80 | 98 |
Avg Bars in Winners | 152 | 135 | 164 | 152 | 135 | 164 |
Avg Bars in Losers | 53 | 56 | 49 | 53 | 56 | 49 |
Bars Traded | 17612 | 7884 | 9727 | 17612 | 7884 | 9727 |
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 | 345734 | 218420 | -90085 | -281843 | -585832 | -224822 |
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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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