Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983297.6766 | 944787.5201 | 38510.1566 | 33049.0812 | -568439.9769 | 601489.0581 |
Total P&L (%) | 983.2977 | 944.7875 | 38.5102 | 33.0491 | -568.44 | 601.4891 |
Avg Daily Profit (%) | 0.4056 | 0.3897 | 0.0159 | 0.0118 | 0 | 0.0804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192822 | -171179 | -72594 | -2873717 | -2894942 | -404203 |
Profit Factor | 2.0274 | 2.5006 | 1.1176 | 1.005 | 0.8885 | 1.398 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 51.3661 | 49.4505 | 53.2609 | 51.3661 | 49.4505 | 53.2609 |
Ratio Avg Win / Avg Loss | 1.9196 | 2.5561 | 0.9808 | 0.9515 | 0.9082 | 1.2268 |
Largest Winning Trade | 615198 | 615198 | 23772 | 2045210 | 2045210 | 251362 |
Largest Losing Trade | -66895 | -66895 | -30397 | -2011385 | -2011385 | -236479 |
Avg Bars in Trades | 38 | 66 | 11 | 38 | 66 | 11 |
Avg Bars in Winners | 37 | 64 | 12 | 37 | 64 | 12 |
Avg Bars in Losers | 40 | 68 | 10 | 40 | 68 | 10 |
Bars Traded | 7074 | 6022 | 1052 | 7074 | 6022 | 1052 |
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 | 532207 | 500426 | -266414 | -395498 | -581302 | -84133 |
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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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