Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509382.9917 | 364277.4706 | 145105.5211 | 1225554.4381 | 635734.0807 | 589820.3574 |
Total P&L (%) | 509.383 | 364.2775 | 145.1055 | 1225.5544 | 635.7341 | 589.8204 |
Avg Daily Profit (%) | 0.2445 | 0.1749 | 0.0697 | 0.1241 | 0.0958 | 0.0927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142954 | -138486 | -70307 | -1962229 | -2027328 | -1362713 |
Profit Factor | 1.5993 | 1.8562 | 1.3418 | 1.1268 | 1.1319 | 1.1217 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 41.6244 | 36.3636 | 46.9388 | 41.6244 | 36.3636 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.2429 | 3.2483 | 1.5168 | 1.5802 | 1.9808 | 1.268 |
Largest Winning Trade | 80993 | 80993 | 51130 | 973876 | 973876 | 653652 |
Largest Losing Trade | -40923 | -19565 | -40923 | -779114 | -313558 | -779114 |
Avg Bars in Trades | 125 | 127 | 123 | 125 | 127 | 123 |
Avg Bars in Winners | 202 | 215 | 192 | 202 | 215 | 192 |
Avg Bars in Losers | 70 | 76 | 62 | 70 | 76 | 62 |
Bars Traded | 24697 | 12593 | 12104 | 24697 | 12593 | 12104 |
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 | 331781 | 192079 | -99971 | -109097 | -144539 | -156925 |
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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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