Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637478.7725 | 432022.4885 | 205456.284 | 2141069.715 | 372508.0795 | 1768561.6355 |
Total P&L (%) | 637.4788 | 432.0225 | 205.4563 | 2141.0697 | 372.5081 | 1768.5616 |
Avg Daily Profit (%) | 0.3351 | 0.2271 | 0.108 | 0.1636 | 0.0817 | 0.154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118261 | -80299 | -130172 | -793140 | -793140 | -453055 |
Profit Factor | 1.7636 | 1.983 | 1.5197 | 1.4692 | 1.1386 | 1.9434 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 49.4444 | 50 | 48.8889 | 49.4444 | 50 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.8032 | 1.983 | 1.5888 | 1.5022 | 1.1386 | 2.0318 |
Largest Winning Trade | 111961 | 111961 | 62274 | 668123 | 474784 | 668123 |
Largest Losing Trade | -32800 | -32800 | -31342 | -793140 | -793140 | -261827 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 28 | 28 | 27 | 28 | 28 | 27 |
Avg Bars in Losers | 12 | 15 | 10 | 12 | 15 | 10 |
Bars Traded | 3693 | 1995 | 1698 | 3693 | 1995 | 1698 |
Profit Streak | 0 | 0 | 592.4689 | 0 | 0 | 592.4689 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487463 | 417023 | -45395 | 394559 | -152076 | 439841 |
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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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