Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629161.216 | 502322.6124 | 126838.6036 | 171582.2633 | -39372.1959 | 210954.4593 |
Total P&L (%) | 629.1612 | 502.3226 | 126.8386 | 171.5823 | -39.3722 | 210.9545 |
Avg Daily Profit (%) | 0.4253 | 0.3395 | 0.0857 | 0.0676 | -0.0338 | 0.0767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179768 | -160465 | -57264 | -448908 | -442953 | -217916 |
Profit Factor | 1.6647 | 1.9269 | 1.3135 | 1.0599 | 0.975 | 1.1639 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 95 | 33 | 62 | 95 | 33 | 62 |
Losing Trades | 103 | 66 | 37 | 103 | 66 | 37 |
Profitability (%) | 47.9798 | 33.3333 | 62.6263 | 47.9798 | 33.3333 | 62.6263 |
Ratio Avg Win / Avg Loss | 1.8049 | 3.8538 | 0.7839 | 1.1491 | 1.9501 | 0.6946 |
Largest Winning Trade | 353943 | 353943 | 56917 | 326945 | 326945 | 159546 |
Largest Losing Trade | -45149 | -21301 | -45149 | -205877 | -98811 | -205877 |
Avg Bars in Trades | 29 | 24 | 33 | 29 | 24 | 33 |
Avg Bars in Winners | 34 | 29 | 36 | 34 | 29 | 36 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 5767 | 2457 | 3310 | 5767 | 2457 | 3310 |
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 | 491218 | 230236 | -78651 | -256852 | -584494 | -131125 |
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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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