Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1665102.9726 | 1812172.7058 | -147069.7332 | -100722.9334 | 141285.2419 | -242008.1753 |
Total P&L (%) | 1665.103 | 1812.1727 | -147.0697 | -100.7229 | 141.2852 | -242.0082 |
Avg Daily Profit (%) | 0.7167 | 0.78 | -0.0633 | 0 | 0.0379 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -299915 | -226899 | -240754 | -485213 | -239365 | -280090 |
Profit Factor | 2.3547 | 4.0698 | 0.7698 | 0.8686 | 1.3683 | 0.3683 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 92 | 47 | 45 | 101 | 52 | 49 |
Losing Trades | 103 | 51 | 52 | 94 | 46 | 48 |
Profitability (%) | 47.1795 | 47.9592 | 46.3918 | 51.7949 | 53.0612 | 50.5155 |
Ratio Avg Win / Avg Loss | 2.6362 | 4.4162 | 0.8895 | 0.8084 | 1.2104 | 0.3608 |
Largest Winning Trade | 1782746 | 1782746 | 67856 | 186379 | 186379 | 32372 |
Largest Losing Trade | -103554 | -66619 | -103554 | -245847 | -239365 | -245847 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 38 | 35 | 40 | 36 | 36 | 37 |
Avg Bars in Losers | 30 | 26 | 33 | 30 | 24 | 36 |
Bars Traded | 6620 | 3037 | 3583 | 6620 | 3037 | 3583 |
Profit Streak | 0 | 0 | 0 | 28.4898 | 121.4898 | 28.4898 |
Trades During Streak | 0 | 0 | 0 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607057 | 684767 | -582476 | -578059 | -140255 | -580466 |
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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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