Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706685.8803 | 557853.8036 | 148832.0767 | 352712.4047 | -46007.2693 | 398719.674 |
Total P&L (%) | 706.6859 | 557.8538 | 148.8321 | 352.7124 | -46.0073 | 398.7197 |
Avg Daily Profit (%) | 0.4772 | 0.3767 | 0.1005 | 0.102 | -0.0416 | 0.1086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127144 | -130889 | -44273 | -859534 | -595338 | -406685 |
Profit Factor | 1.848 | 2.113 | 1.4482 | 1.1033 | 0.9768 | 1.2786 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 109 | 49 | 60 | 109 | 49 | 60 |
Losing Trades | 119 | 65 | 54 | 119 | 65 | 54 |
Profitability (%) | 47.807 | 42.9825 | 52.6316 | 47.807 | 42.9825 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.0176 | 2.8029 | 1.3033 | 1.2046 | 1.2957 | 1.1507 |
Largest Winning Trade | 442063 | 442063 | 67253 | 466751 | 466751 | 350758 |
Largest Losing Trade | -43361 | -35356 | -43361 | -398084 | -253948 | -398084 |
Avg Bars in Trades | 76 | 62 | 90 | 76 | 62 | 90 |
Avg Bars in Winners | 99 | 71 | 121 | 99 | 71 | 121 |
Avg Bars in Losers | 55 | 55 | 55 | 55 | 55 | 55 |
Bars Traded | 17444 | 7121 | 10323 | 17444 | 7121 | 10323 |
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 | 513144 | 381092 | -57734 | -163301 | -582091 | -48019 |
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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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