Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563072.1115 | 438080.8979 | 124991.2136 | 684404.1758 | 557512.0758 | 126892.1001 |
Total P&L (%) | 563.0721 | 438.0809 | 124.9912 | 684.4042 | 557.5121 | 126.8921 |
Avg Daily Profit (%) | 0.2703 | 0.2103 | 0.06 | 0.0989 | 0.0905 | 0.0393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96423 | -134830 | -63995 | -928477 | -992105 | -527323 |
Profit Factor | 1.6433 | 1.8331 | 1.3578 | 1.1061 | 1.1399 | 1.0514 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 45.098 | 42.1569 | 48.0392 | 45.098 | 42.1569 | 48.0392 |
Ratio Avg Win / Avg Loss | 2.0006 | 2.5152 | 1.4686 | 1.3465 | 1.5641 | 1.1373 |
Largest Winning Trade | 186874 | 186874 | 35012 | 895225 | 895225 | 267095 |
Largest Losing Trade | -36275 | -36275 | -22031 | -331535 | -331535 | -267559 |
Avg Bars in Trades | 119 | 123 | 115 | 119 | 123 | 115 |
Avg Bars in Winners | 151 | 161 | 142 | 151 | 161 | 142 |
Avg Bars in Losers | 93 | 96 | 89 | 93 | 96 | 89 |
Bars Traded | 24326 | 12589 | 11737 | 24326 | 12589 | 11737 |
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 | 392840 | 282772 | -113410 | -165169 | -140628 | -305361 |
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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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