Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626829.498 | 594689.5722 | 32139.9258 | 7866.5915 | 1331786.3846 | -1323919.793 |
Total P&L (%) | 626.8295 | 594.6896 | 32.1399 | 7.8666 | 1331.7864 | -1323.9198 |
Avg Daily Profit (%) | 0.3347 | 0.3176 | 0.0172 | 0.004 | 0.1422 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -320413 | -176225 | -218965 | -4057292 | -2080141 | -2145741 |
Profit Factor | 1.4797 | 1.9495 | 1.0472 | 1.0011 | 1.3965 | 0.6708 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 95 | 41 | 54 | 95 | 41 | 54 |
Losing Trades | 106 | 60 | 46 | 106 | 60 | 46 |
Profitability (%) | 47.2637 | 40.5941 | 54 | 47.2637 | 40.5941 | 54 |
Ratio Avg Win / Avg Loss | 1.651 | 2.853 | 0.8921 | 1.117 | 2.0436 | 0.5714 |
Largest Winning Trade | 348030 | 348030 | 44277 | 1872960 | 1872960 | 907133 |
Largest Losing Trade | -62140 | -32217 | -62140 | -1431697 | -1017043 | -1431697 |
Avg Bars in Trades | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Winners | 60 | 67 | 54 | 60 | 67 | 54 |
Avg Bars in Losers | 49 | 46 | 53 | 49 | 46 | 53 |
Bars Traded | 10971 | 5596 | 5375 | 10971 | 5596 | 5375 |
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 | 412934 | 316890 | -342850 | -572558 | -4914 | -580547 |
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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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