Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1079970.1394 | 997394.1363 | 82576.0031 | 134023.7501 | -290144.148 | 424167.898 |
Total P&L (%) | 1079.9701 | 997.3941 | 82.576 | 134.0238 | -290.1441 | 424.1679 |
Avg Daily Profit (%) | 0.4568 | 0.4219 | 0.0349 | 0.036 | 0 | 0.0701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139406 | -109207 | -104777 | -663951 | -997648 | -336853 |
Profit Factor | 1.9529 | 2.3672 | 1.2044 | 1.0301 | 0.9024 | 1.287 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 96 | 38 | 58 | 96 | 38 | 58 |
Losing Trades | 96 | 58 | 38 | 96 | 58 | 38 |
Profitability (%) | 50 | 39.5833 | 60.4167 | 50 | 39.5833 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.9529 | 3.6132 | 0.7891 | 1.0301 | 1.3774 | 0.8432 |
Largest Winning Trade | 889778 | 889778 | 42735 | 656104 | 656104 | 191515 |
Largest Losing Trade | -36033 | -36033 | -34937 | -276256 | -276256 | -245681 |
Avg Bars in Trades | 73 | 101 | 44 | 73 | 101 | 44 |
Avg Bars in Winners | 94 | 164 | 47 | 94 | 164 | 47 |
Avg Bars in Losers | 52 | 60 | 40 | 52 | 60 | 40 |
Bars Traded | 14064 | 9762 | 4302 | 14064 | 9762 | 4302 |
Profit Streak | 14.7813 | 0 | 56.7813 | 14.7813 | 0 | 56.7813 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559296 | 363399 | -146365 | -330656 | -583460 | -98966 |
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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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