Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794986.1094 | 738900.7093 | 56085.4001 | 197942.4356 | -709059.7828 | 907002.2185 |
Total P&L (%) | 794.9861 | 738.9007 | 56.0854 | 197.9424 | -709.0598 | 907.0022 |
Avg Daily Profit (%) | 0.4106 | 0.3816 | 0.029 | 0.0564 | 0 | 0.1194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179601 | -146025 | -72945 | -2280636 | -2926130 | -619162 |
Profit Factor | 1.6409 | 1.9413 | 1.1231 | 1.0168 | 0.9081 | 1.2219 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 110 | 41 | 69 | 110 | 41 | 69 |
Losing Trades | 199 | 113 | 86 | 199 | 113 | 86 |
Profitability (%) | 35.5987 | 26.6234 | 44.5161 | 35.5987 | 26.6234 | 44.5161 |
Ratio Avg Win / Avg Loss | 2.9685 | 5.3505 | 1.3998 | 1.8394 | 2.5027 | 1.523 |
Largest Winning Trade | 529941 | 529941 | 29616 | 1718310 | 1718310 | 472503 |
Largest Losing Trade | -31943 | -31943 | -29427 | -521194 | -521194 | -460888 |
Avg Bars in Trades | 74 | 90 | 58 | 74 | 90 | 58 |
Avg Bars in Winners | 113 | 173 | 78 | 113 | 173 | 78 |
Avg Bars in Losers | 53 | 61 | 43 | 53 | 61 | 43 |
Bars Traded | 23122 | 14012 | 9109 | 23122 | 14012 | 9109 |
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 | 322572 | -9131 | -242084 | -322549 | -600408 | -34406 |
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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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