Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936282.3953 | 842344.1647 | 93938.2306 | 497694.9904 | 1037000.6775 | -539305.6871 |
Total P&L (%) | 936.2824 | 842.3442 | 93.9382 | 497.695 | 1037.0007 | -539.3057 |
Avg Daily Profit (%) | 0.4035 | 0.363 | 0.0405 | 0.0771 | 0.1048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122066 | -157510 | -156848 | -1694999 | -1196444 | -1190091 |
Profit Factor | 1.7572 | 2.359 | 1.1523 | 1.0657 | 1.2572 | 0.8477 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 40.3756 | 37.7358 | 42.9907 | 40.3756 | 37.7358 | 42.9907 |
Ratio Avg Win / Avg Loss | 2.5949 | 3.8924 | 1.5281 | 1.5738 | 2.0744 | 1.1241 |
Largest Winning Trade | 390909 | 390909 | 66512 | 1439402 | 1439402 | 315386 |
Largest Losing Trade | -44517 | -44517 | -32796 | -566793 | -566793 | -353679 |
Avg Bars in Trades | 64 | 60 | 68 | 64 | 60 | 68 |
Avg Bars in Winners | 95 | 93 | 97 | 95 | 93 | 97 |
Avg Bars in Losers | 44 | 41 | 47 | 44 | 41 | 47 |
Bars Traded | 13804 | 6452 | 7352 | 13804 | 6452 | 7352 |
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 | 377303 | 319775 | -193683 | -239783 | -56742 | -582106 |
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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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