Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702437.0326 | 563950.8041 | 138486.2285 | 2218646.3758 | 1861402.947 | 357243.4289 |
Total P&L (%) | 702.437 | 563.9508 | 138.4862 | 2218.6464 | 1861.4029 | 357.2434 |
Avg Daily Profit (%) | 0.3555 | 0.2854 | 0.0701 | 0.1592 | 0.1507 | 0.077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85064 | -72424 | -140550 | -1945986 | -1123167 | -1470808 |
Profit Factor | 1.8022 | 2.2044 | 1.34 | 1.244 | 1.3855 | 1.0838 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 39.1753 | 37.1134 | 41.2371 | 39.1753 | 37.1134 | 41.2371 |
Ratio Avg Win / Avg Loss | 2.7982 | 3.7352 | 1.9095 | 1.9314 | 2.3476 | 1.5444 |
Largest Winning Trade | 205402 | 205402 | 73590 | 982787 | 982787 | 553281 |
Largest Losing Trade | -49822 | -27309 | -49822 | -631213 | -631213 | -415362 |
Avg Bars in Trades | 59 | 55 | 64 | 59 | 55 | 64 |
Avg Bars in Winners | 105 | 102 | 108 | 105 | 102 | 108 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 11623 | 5410 | 6213 | 11623 | 5410 | 6213 |
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 | 345290 | 275595 | -101624 | 192522 | 144976 | -221181 |
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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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