Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576960.2093 | 436704.1248 | 140256.0845 | 2286045.1883 | 2485811.3041 | -199766.1157 |
Total P&L (%) | 576.9602 | 436.7041 | 140.2561 | 2286.0452 | 2485.8113 | -199.7661 |
Avg Daily Profit (%) | 0.2306 | 0.1746 | 0.0561 | 0.1269 | 0.1301 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88644 | -91626 | -111678 | -2250696 | -1607820 | -1602019 |
Profit Factor | 1.6884 | 2.1523 | 1.3055 | 1.1809 | 1.4314 | 0.9709 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 40 | 37.7551 | 42.268 | 40 | 37.7551 | 42.268 |
Ratio Avg Win / Avg Loss | 2.5326 | 3.5484 | 1.7831 | 1.7714 | 2.3598 | 1.3262 |
Largest Winning Trade | 86989 | 86989 | 53867 | 890049 | 890049 | 740884 |
Largest Losing Trade | -28037 | -25197 | -28037 | -856465 | -500447 | -856465 |
Avg Bars in Trades | 25 | 22 | 28 | 25 | 22 | 28 |
Avg Bars in Winners | 45 | 38 | 50 | 45 | 38 | 50 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 4931 | 2156 | 2775 | 4931 | 2156 | 2775 |
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 | 320705 | 241956 | -119843 | -46195 | -21686 | -582135 |
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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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