Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364471.3071 | 223696.3829 | 140774.9242 | 1379467.495 | 1397890.3125 | -18422.8175 |
Total P&L (%) | 364.4713 | 223.6964 | 140.7749 | 1379.4675 | 1397.8903 | -18.4228 |
Avg Daily Profit (%) | 0.3499 | 0.2147 | 0.1351 | 0.259 | 0.2602 | -0.0195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79371 | -45402 | -64065 | -2048097 | -592351 | -1632798 |
Profit Factor | 1.777 | 1.9527 | 1.6009 | 1.2797 | 1.6277 | 0.9932 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Losing Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Profitability (%) | 47.6378 | 47.2441 | 48.0315 | 47.6378 | 47.2441 | 48.0315 |
Ratio Avg Win / Avg Loss | 1.9532 | 2.1805 | 1.7321 | 1.4066 | 1.8176 | 1.0746 |
Largest Winning Trade | 59274 | 59274 | 48024 | 806843 | 806843 | 551266 |
Largest Losing Trade | -16381 | -13519 | -16381 | -368753 | -368753 | -289834 |
Avg Bars in Trades | 97 | 89 | 104 | 97 | 89 | 104 |
Avg Bars in Winners | 142 | 123 | 159 | 142 | 123 | 159 |
Avg Bars in Losers | 56 | 58 | 53 | 56 | 58 | 53 |
Bars Traded | 24668 | 11372 | 13296 | 24668 | 11372 | 13296 |
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 | 456565 | 366020 | -10568 | 320835 | 372420 | -580093 |
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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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