Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504704.6203 | 384085.0308 | 120619.5895 | 334303.4129 | 106096.7537 | 228206.6592 |
Total P&L (%) | 504.7046 | 384.085 | 120.6196 | 334.3034 | 106.0968 | 228.2067 |
Avg Daily Profit (%) | 0.2325 | 0.1769 | 0.0556 | 0.0677 | 0.0333 | 0.0548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139272 | -87690 | -68111 | -1705581 | -975054 | -907300 |
Profit Factor | 1.623 | 2.0222 | 1.2777 | 1.0524 | 1.0369 | 1.0653 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Profitability (%) | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.8034 | 2.2469 | 1.4197 | 1.1694 | 1.1521 | 1.1836 |
Largest Winning Trade | 188322 | 188322 | 45164 | 541311 | 541311 | 500484 |
Largest Losing Trade | -47081 | -47081 | -37642 | -682924 | -682924 | -513494 |
Avg Bars in Trades | 66 | 56 | 77 | 66 | 56 | 77 |
Avg Bars in Winners | 81 | 59 | 103 | 81 | 59 | 103 |
Avg Bars in Losers | 53 | 54 | 53 | 53 | 54 | 53 |
Bars Traded | 12723 | 5387 | 7335 | 12723 | 5387 | 7335 |
Profit Streak | 0 | 0 | 72.9113 | 0 | 0 | 72.9113 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408954 | 357949 | -118717 | -265445 | -329686 | -268473 |
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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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