Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589389.5254 | 477381.9787 | 112007.5467 | 395759.6785 | 999460.7385 | -603701.06 |
Total P&L (%) | 589.3895 | 477.382 | 112.0075 | 395.7597 | 999.4607 | -603.7011 |
Avg Daily Profit (%) | 0.3683 | 0.2983 | 0.07 | 0.1001 | 0.1499 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177218 | -151560 | -102668 | -3987862 | -3067730 | -1040533 |
Profit Factor | 1.7073 | 2.0906 | 1.2831 | 1.0424 | 1.1905 | 0.8526 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Profitability (%) | 47.4178 | 42.9907 | 51.8868 | 47.4178 | 42.9907 | 51.8868 |
Ratio Avg Win / Avg Loss | 1.8932 | 2.7723 | 1.1898 | 1.1559 | 1.5787 | 0.7906 |
Largest Winning Trade | 272134 | 272134 | 56180 | 2467443 | 2467443 | 829209 |
Largest Losing Trade | -33965 | -22396 | -33965 | -888918 | -888918 | -798484 |
Avg Bars in Trades | 43 | 35 | 52 | 43 | 35 | 52 |
Avg Bars in Winners | 61 | 52 | 69 | 61 | 52 | 69 |
Avg Bars in Losers | 27 | 23 | 33 | 27 | 23 | 33 |
Bars Traded | 9344 | 3817 | 5526 | 9344 | 3817 | 5526 |
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 | 461610 | 339888 | -99523 | -233168 | -5366 | -580805 |
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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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