Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735197.8445 | 624576.727 | 110621.1175 | 843837.7027 | -163900.8274 | 1007738.53 |
Total P&L (%) | 735.1978 | 624.5767 | 110.6211 | 843.8377 | -163.9008 | 1007.7385 |
Avg Daily Profit (%) | 0.3799 | 0.3228 | 0.0572 | 0.1161 | 0 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125668 | -112595 | -77401 | -1589264 | -1389938 | -333309 |
Profit Factor | 1.828 | 2.3383 | 1.2626 | 1.1334 | 0.9563 | 1.3914 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 64 | 23 | 41 | 64 | 23 | 41 |
Losing Trades | 115 | 67 | 48 | 115 | 67 | 48 |
Profitability (%) | 35.7542 | 25.5556 | 46.0674 | 35.7542 | 25.5556 | 46.0674 |
Ratio Avg Win / Avg Loss | 3.2847 | 6.8115 | 1.4782 | 2.0366 | 2.7857 | 1.629 |
Largest Winning Trade | 338220 | 338220 | 45804 | 1113880 | 1113880 | 386462 |
Largest Losing Trade | -59475 | -24059 | -59475 | -368849 | -368849 | -223975 |
Avg Bars in Trades | 127 | 109 | 145 | 127 | 109 | 145 |
Avg Bars in Winners | 243 | 256 | 236 | 243 | 256 | 236 |
Avg Bars in Losers | 62 | 59 | 67 | 62 | 59 | 67 |
Bars Traded | 22781 | 9853 | 12928 | 22781 | 9853 | 12928 |
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 | 303895 | -14139 | -118571 | -114871 | -605680 | -26665 |
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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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