Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791374.3512 | 677237.9201 | 114136.4312 | 331133.0958 | -467527.558 | 798660.6538 |
Total P&L (%) | 791.3744 | 677.2379 | 114.1364 | 331.1331 | -467.5276 | 798.6607 |
Avg Daily Profit (%) | 0.4274 | 0.3658 | 0.0616 | 0.079 | 0 | 0.1187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132034 | -132323 | -90334 | -1541685 | -1620953 | -1120509 |
Profit Factor | 2.0147 | 2.6254 | 1.3142 | 1.0452 | 0.8812 | 1.2353 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 87 | 37 | 50 | 87 | 37 | 50 |
Losing Trades | 117 | 65 | 52 | 117 | 65 | 52 |
Profitability (%) | 42.6471 | 36.2745 | 49.0196 | 42.6471 | 36.2745 | 49.0196 |
Ratio Avg Win / Avg Loss | 2.7094 | 4.6121 | 1.3668 | 1.4056 | 1.5481 | 1.2847 |
Largest Winning Trade | 621499 | 621499 | 49357 | 877147 | 877147 | 586676 |
Largest Losing Trade | -52707 | -30247 | -52707 | -590503 | -258455 | -590503 |
Avg Bars in Trades | 107 | 95 | 119 | 107 | 95 | 119 |
Avg Bars in Winners | 163 | 154 | 170 | 163 | 154 | 170 |
Avg Bars in Losers | 65 | 61 | 70 | 65 | 61 | 70 |
Bars Traded | 21888 | 9699 | 12189 | 21888 | 9699 | 12189 |
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 | 432666 | 318299 | -111106 | -260168 | -583620 | -35147 |
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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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