Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412282.0403 | 238399.9389 | 173882.1015 | 2216457.5061 | 2283134.4903 | -66676.9841 |
Total P&L (%) | 412.282 | 238.3999 | 173.8821 | 2216.4575 | 2283.1345 | -66.677 |
Avg Daily Profit (%) | 0.3958 | 0.2289 | 0.1669 | 0.3021 | 0.3049 | -0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120679 | -43619 | -80762 | -6088499 | -1915815 | -4409753 |
Profit Factor | 1.9634 | 2.117 | 1.8106 | 1.1952 | 1.4604 | 0.9896 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 47.0588 | 45.098 | 49.0196 | 47.0588 | 45.098 | 49.0196 |
Ratio Avg Win / Avg Loss | 2.2088 | 2.5772 | 1.883 | 1.3446 | 1.7779 | 1.0292 |
Largest Winning Trade | 64227 | 64227 | 32946 | 1798083 | 1798083 | 1367995 |
Largest Losing Trade | -16330 | -16330 | -12419 | -921202 | -906118 | -921202 |
Avg Bars in Trades | 120 | 113 | 127 | 120 | 113 | 127 |
Avg Bars in Winners | 174 | 163 | 184 | 174 | 163 | 184 |
Avg Bars in Losers | 73 | 73 | 73 | 73 | 73 | 73 |
Bars Traded | 24661 | 11620 | 13041 | 24661 | 11620 | 13041 |
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 | 466136 | 349386 | 363938 | 107610 | 321150 | -579774 |
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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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