Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522831.9579 | 326013.2351 | 196818.7227 | 1777400.3479 | 1821353.3327 | -43952.9848 |
Total P&L (%) | 522.832 | 326.0132 | 196.8187 | 1777.4003 | 1821.3533 | -43.953 |
Avg Daily Profit (%) | 0.309 | 0.1927 | 0.1163 | 0.1735 | 0.1749 | -0.0342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100730 | -86792 | -73903 | -3677609 | -1400880 | -2616292 |
Profit Factor | 1.6334 | 1.7969 | 1.4728 | 1.1871 | 1.4309 | 0.9917 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 144 | 68 | 76 | 144 | 68 | 76 |
Losing Trades | 204 | 106 | 98 | 204 | 106 | 98 |
Profitability (%) | 41.3793 | 39.0805 | 43.6782 | 41.3793 | 39.0805 | 43.6782 |
Ratio Avg Win / Avg Loss | 2.314 | 2.8011 | 1.8991 | 1.6817 | 2.2305 | 1.2787 |
Largest Winning Trade | 120722 | 120722 | 52174 | 1070013 | 1070013 | 670949 |
Largest Losing Trade | -32670 | -22303 | -32670 | -431754 | -418035 | -431754 |
Avg Bars in Trades | 57 | 46 | 69 | 57 | 46 | 69 |
Avg Bars in Winners | 95 | 79 | 110 | 95 | 79 | 110 |
Avg Bars in Losers | 30 | 25 | 37 | 30 | 25 | 37 |
Bars Traded | 20099 | 8058 | 12041 | 20099 | 8058 | 12041 |
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 | 379065 | 254750 | -37538 | -7321 | 213375 | -581214 |
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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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