Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651760.8471 | 563213.1755 | 88547.6715 | 711884.6614 | 1645817.8221 | -933933.1606 |
Total P&L (%) | 651.7608 | 563.2132 | 88.5477 | 711.8847 | 1645.8178 | -933.9332 |
Avg Daily Profit (%) | 0.2608 | 0.2254 | 0.0354 | 0.0838 | 0.1145 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143247 | -96971 | -163387 | -2582822 | -1976834 | -1959411 |
Profit Factor | 1.6148 | 2.079 | 1.1645 | 1.0523 | 1.2319 | 0.8568 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Losing Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Profitability (%) | 46.9828 | 49.1379 | 44.8276 | 46.9828 | 49.1379 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.8222 | 2.152 | 1.4333 | 1.1874 | 1.2751 | 1.0546 |
Largest Winning Trade | 156123 | 156123 | 68177 | 1185927 | 1185927 | 474079 |
Largest Losing Trade | -73836 | -33702 | -73836 | -866353 | -676509 | -866353 |
Avg Bars in Trades | 63 | 44 | 82 | 63 | 44 | 82 |
Avg Bars in Winners | 84 | 51 | 121 | 84 | 51 | 121 |
Avg Bars in Losers | 44 | 36 | 50 | 44 | 36 | 50 |
Bars Traded | 14668 | 5111 | 9557 | 14668 | 5111 | 9557 |
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 | 419574 | 418542 | -187375 | -243616 | -40641 | -581368 |
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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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