Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537603.7219 | 344853.6993 | 192750.0226 | 1430176.6092 | 1656095.8985 | -225919.2892 |
Total P&L (%) | 537.6037 | 344.8537 | 192.75 | 1430.1766 | 1656.0959 | -225.9193 |
Avg Daily Profit (%) | 0.3173 | 0.2036 | 0.1138 | 0.1612 | 0.1693 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102800 | -77345 | -82107 | -3268674 | -793199 | -2541641 |
Profit Factor | 1.8068 | 1.9985 | 1.6005 | 1.1574 | 1.4449 | 0.9579 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Profitability (%) | 41.4634 | 39.8374 | 43.0894 | 41.4634 | 39.8374 | 43.0894 |
Ratio Avg Win / Avg Loss | 2.5508 | 3.0182 | 2.1139 | 1.634 | 2.1821 | 1.2651 |
Largest Winning Trade | 204478 | 204478 | 50410 | 1089345 | 1089345 | 738750 |
Largest Losing Trade | -31363 | -20710 | -31363 | -699229 | -359445 | -699229 |
Avg Bars in Trades | 81 | 68 | 94 | 81 | 68 | 94 |
Avg Bars in Winners | 135 | 113 | 156 | 135 | 113 | 156 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 20010 | 8405 | 11605 | 20010 | 8405 | 11605 |
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 | 375670 | 261688 | -40994 | -40607 | 204342 | -582026 |
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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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