Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669404.4693 | 515853.024 | 153551.4453 | 452419.9458 | 374664.3833 | 77755.5625 |
Total P&L (%) | 669.4045 | 515.853 | 153.5514 | 452.4199 | 374.6644 | 77.7556 |
Avg Daily Profit (%) | 0.4546 | 0.3503 | 0.1043 | 0.1161 | 0.1058 | 0.0391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120291 | -100256 | -60503 | -1982362 | -1647602 | -833644 |
Profit Factor | 1.7791 | 2.2289 | 1.3494 | 1.0623 | 1.102 | 1.0217 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 89 | 31 | 58 | 89 | 31 | 58 |
Losing Trades | 113 | 70 | 43 | 113 | 70 | 43 |
Profitability (%) | 44.0594 | 30.6931 | 57.4257 | 44.0594 | 30.6931 | 57.4257 |
Ratio Avg Win / Avg Loss | 2.2588 | 5.0331 | 1.0004 | 1.3488 | 2.4884 | 0.7575 |
Largest Winning Trade | 336336 | 336336 | 65867 | 1389500 | 1389500 | 684223 |
Largest Losing Trade | -45122 | -18760 | -45122 | -494102 | -444434 | -494102 |
Avg Bars in Trades | 43 | 29 | 57 | 43 | 29 | 57 |
Avg Bars in Winners | 65 | 46 | 75 | 65 | 46 | 75 |
Avg Bars in Losers | 25 | 21 | 32 | 25 | 21 | 32 |
Bars Traded | 8731 | 2946 | 5785 | 8731 | 2946 | 5785 |
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 | 444060 | 217768 | -52704 | -191152 | -166448 | -338353 |
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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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