Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599855.3062 | 534117.8773 | 65737.4289 | 284787.3918 | -366426.8819 | 651214.2737 |
Total P&L (%) | 599.8553 | 534.1179 | 65.7374 | 284.7874 | -366.4269 | 651.2143 |
Avg Daily Profit (%) | 0.248 | 0.2208 | 0.0272 | 0.0557 | 0 | 0.0834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138933 | -110830 | -96050 | -2193483 | -1628071 | -656514 |
Profit Factor | 1.677 | 2.1836 | 1.1512 | 1.0491 | 0.8873 | 1.2551 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Profitability (%) | 41.7526 | 39.1753 | 44.3299 | 41.7526 | 39.1753 | 44.3299 |
Ratio Avg Win / Avg Loss | 2.3395 | 3.3903 | 1.4457 | 1.4635 | 1.3776 | 1.5761 |
Largest Winning Trade | 271728 | 271728 | 65330 | 871998 | 808331 | 871998 |
Largest Losing Trade | -39487 | -24868 | -39487 | -333423 | -333423 | -245894 |
Avg Bars in Trades | 48 | 41 | 55 | 48 | 41 | 55 |
Avg Bars in Winners | 76 | 60 | 91 | 76 | 60 | 91 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 9370 | 3981 | 5389 | 9370 | 3981 | 5389 |
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 | 339608 | 283155 | -213552 | -287231 | -583616 | -82751 |
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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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