Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613978.8637 | 396482.5298 | 217496.334 | 2697703.1757 | 5714438.6022 | -3016735.4265 |
Total P&L (%) | 613.9789 | 396.4825 | 217.4963 | 2697.7032 | 5714.4386 | -3016.7354 |
Avg Daily Profit (%) | 0.3635 | 0.2347 | 0.1288 | 0.1974 | 0.2408 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130737 | -97624 | -105308 | -10378361 | -3550709 | -8277234 |
Profit Factor | 1.8012 | 2.0434 | 1.563 | 1.099 | 1.5508 | 0.8212 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Losing Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Profitability (%) | 47.5728 | 49.5146 | 45.6311 | 47.5728 | 49.5146 | 45.6311 |
Ratio Avg Win / Avg Loss | 1.985 | 2.0835 | 1.8623 | 1.2112 | 1.5812 | 0.9784 |
Largest Winning Trade | 215476 | 215476 | 53918 | 2762107 | 2421311 | 2762107 |
Largest Losing Trade | -31156 | -23406 | -31156 | -3532681 | -2257173 | -3532681 |
Avg Bars in Trades | 97 | 81 | 113 | 97 | 81 | 113 |
Avg Bars in Winners | 128 | 96 | 164 | 128 | 96 | 164 |
Avg Bars in Losers | 68 | 66 | 70 | 68 | 66 | 70 |
Bars Traded | 20029 | 8374 | 11655 | 20029 | 8374 | 11655 |
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 | 467494 | 407996 | -20312 | -103454 | 383235 | -582756 |
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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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