Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725680.685 | 626926.7184 | 98753.9666 | 410612.0889 | 202082.9502 | 208529.1387 |
Total P&L (%) | 725.6807 | 626.9267 | 98.754 | 410.6121 | 202.083 | 208.5291 |
Avg Daily Profit (%) | 0.3932 | 0.3397 | 0.0535 | 0.0884 | 0.0599 | 0.0611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94279 | -76349 | -70278 | -990792 | -727471 | -542057 |
Profit Factor | 2.0528 | 2.8783 | 1.2778 | 1.075 | 1.0767 | 1.0735 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 34.8958 | 30.2083 | 39.5833 | 34.8958 | 30.2083 | 39.5833 |
Ratio Avg Win / Avg Loss | 3.8299 | 6.6499 | 1.9503 | 2.0056 | 2.4875 | 1.6384 |
Largest Winning Trade | 614895 | 614895 | 66120 | 549651 | 549651 | 330932 |
Largest Losing Trade | -21766 | -15229 | -21766 | -208699 | -180539 | -208699 |
Avg Bars in Trades | 114 | 89 | 138 | 114 | 89 | 138 |
Avg Bars in Winners | 236 | 195 | 266 | 236 | 195 | 266 |
Avg Bars in Losers | 48 | 44 | 54 | 48 | 44 | 54 |
Bars Traded | 21915 | 8638 | 13277 | 21915 | 8638 | 13277 |
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 | 314005 | 242348 | -124758 | -216762 | -256003 | -254362 |
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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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