Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963208.3268 | 819177.8073 | 144030.5196 | 905519.538 | -1275550.6429 | 2181070.1809 |
Total P&L (%) | 963.2083 | 819.1778 | 144.0305 | 905.5195 | -1275.5506 | 2181.0702 |
Avg Daily Profit (%) | 0.5217 | 0.4437 | 0.078 | 0.1251 | 0 | 0.1695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115148 | -87798 | -52920 | -3250446 | -2396606 | -1381607 |
Profit Factor | 2.0588 | 2.6105 | 1.3591 | 1.0505 | 0.8751 | 1.2823 |
Total Trades | 361 | 181 | 180 | 361 | 181 | 180 |
Winning Trades | 117 | 47 | 70 | 117 | 47 | 70 |
Losing Trades | 244 | 134 | 110 | 244 | 134 | 110 |
Profitability (%) | 32.41 | 25.9669 | 38.8889 | 32.41 | 25.9669 | 38.8889 |
Ratio Avg Win / Avg Loss | 4.2935 | 7.4426 | 2.1358 | 2.1907 | 2.495 | 2.015 |
Largest Winning Trade | 759550 | 759550 | 52981 | 1718999 | 1718999 | 1037428 |
Largest Losing Trade | -15021 | -12110 | -15021 | -379162 | -348987 | -379162 |
Avg Bars in Trades | 29 | 26 | 33 | 29 | 26 | 33 |
Avg Bars in Winners | 69 | 72 | 66 | 69 | 72 | 66 |
Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
Bars Traded | 10759 | 4730 | 6029 | 10759 | 4730 | 6029 |
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 | 360917 | -9784 | -91171 | -194171 | -602883 | 177484 |
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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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