Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502921.9992 | 285263.2374 | 217658.7618 | 649232.3775 | -187807.6455 | 837040.023 |
Total P&L (%) | 502.922 | 285.2632 | 217.6588 | 649.2324 | -187.8076 | 837.04 |
Avg Daily Profit (%) | 0.2777 | 0.1575 | 0.1202 | 0.1112 | 0 | 0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108275 | -84625 | -46949 | -1800950 | -1436063 | -1009947 |
Profit Factor | 1.644 | 1.6929 | 1.5894 | 1.0718 | 0.959 | 1.1874 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 107 | 59 | 48 | 107 | 59 | 48 |
Profitability (%) | 45.6853 | 40.404 | 51.0204 | 45.6853 | 40.404 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.9545 | 2.4971 | 1.5258 | 1.2742 | 1.4145 | 1.1399 |
Largest Winning Trade | 279770 | 279770 | 63624 | 705692 | 705692 | 542329 |
Largest Losing Trade | -34940 | -20359 | -34940 | -697363 | -388679 | -697363 |
Avg Bars in Trades | 54 | 47 | 60 | 54 | 47 | 60 |
Avg Bars in Winners | 75 | 66 | 81 | 75 | 66 | 81 |
Avg Bars in Losers | 36 | 35 | 38 | 36 | 35 | 38 |
Bars Traded | 10682 | 4745 | 5937 | 10682 | 4745 | 5937 |
Profit Streak | 0 | 0 | 19.7334 | 0 | 0 | 19.7334 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402049 | 231963 | -29226 | -186311 | -583133 | -41584 |
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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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