Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760695.8682 | 730544.1155 | 30151.7527 | 114450.41 | 2457.9778 | 111992.4322 |
Total P&L (%) | 760.6959 | 730.5441 | 30.1518 | 114.4504 | 2.458 | 111.9924 |
Avg Daily Profit (%) | 0.3651 | 0.3507 | 0.0145 | 0.0366 | 0.0012 | 0.0361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221743 | -165226 | -56822 | -1175926 | -842559 | -363569 |
Profit Factor | 1.8791 | 2.3329 | 1.0951 | 1.0441 | 1.0015 | 1.1208 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 46.114 | 46.875 | 45.3608 | 46.114 | 46.875 | 45.3608 |
Ratio Avg Win / Avg Loss | 2.1958 | 2.6439 | 1.319 | 1.2201 | 1.135 | 1.3501 |
Largest Winning Trade | 591636 | 591636 | 35444 | 483441 | 483441 | 145424 |
Largest Losing Trade | -51526 | -51526 | -30790 | -304698 | -304698 | -134116 |
Avg Bars in Trades | 126 | 220 | 33 | 126 | 220 | 33 |
Avg Bars in Winners | 156 | 279 | 30 | 156 | 279 | 30 |
Avg Bars in Losers | 101 | 168 | 36 | 101 | 168 | 36 |
Bars Traded | 24492 | 21197 | 3294 | 24492 | 21197 | 3294 |
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 | 450554 | 441173 | -294676 | -316464 | -577448 | -234405 |
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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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