Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598359.2912 | 502820.07 | 95539.2212 | 395128.7508 | 314512.2347 | 80616.5161 |
Total P&L (%) | 598.3593 | 502.8201 | 95.5392 | 395.1288 | 314.5122 | 80.6165 |
Avg Daily Profit (%) | 0.3241 | 0.2723 | 0.0517 | 0.0867 | 0.077 | 0.032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95237 | -110790 | -68531 | -905532 | -999803 | -557278 |
Profit Factor | 1.8938 | 2.6394 | 1.2634 | 1.0948 | 1.1587 | 1.0369 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Profitability (%) | 47.3404 | 47.8723 | 46.8085 | 47.3404 | 47.8723 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.1066 | 2.874 | 1.4357 | 1.2178 | 1.2617 | 1.1782 |
Largest Winning Trade | 435657 | 435657 | 69269 | 791130 | 791130 | 334296 |
Largest Losing Trade | -44237 | -44237 | -26690 | -520422 | -520422 | -238320 |
Avg Bars in Trades | 57 | 48 | 67 | 57 | 48 | 67 |
Avg Bars in Winners | 86 | 69 | 103 | 86 | 69 | 103 |
Avg Bars in Losers | 32 | 28 | 35 | 32 | 28 | 35 |
Bars Traded | 10886 | 4549 | 6337 | 10886 | 4549 | 6337 |
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 | 455173 | 452144 | -125497 | -193569 | -137204 | -331632 |
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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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