Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393965.76 | 258455.6305 | 135510.1295 | 827215.6779 | 513082.8765 | 314132.8014 |
Total P&L (%) | 393.9658 | 258.4556 | 135.5101 | 827.2157 | 513.0829 | 314.1328 |
Avg Daily Profit (%) | 0.3782 | 0.2481 | 0.1301 | 0.214 | 0.1742 | 0.1365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122126 | -88230 | -68102 | -2812070 | -1886865 | -1321167 |
Profit Factor | 1.6037 | 1.7977 | 1.4123 | 1.1074 | 1.1387 | 1.0784 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 44.7236 | 40 | 49.4949 | 44.7236 | 40 | 49.4949 |
Ratio Avg Win / Avg Loss | 1.9821 | 2.6966 | 1.4412 | 1.3686 | 1.708 | 1.1004 |
Largest Winning Trade | 83823 | 83823 | 29748 | 1343297 | 1343297 | 590238 |
Largest Losing Trade | -22650 | -22650 | -16853 | -493884 | -392281 | -493884 |
Avg Bars in Trades | 123 | 106 | 140 | 123 | 106 | 140 |
Avg Bars in Winners | 152 | 132 | 168 | 152 | 132 | 168 |
Avg Bars in Losers | 99 | 88 | 112 | 99 | 88 | 112 |
Bars Traded | 24503 | 10630 | 13873 | 24503 | 10630 | 13873 |
Profit Streak | 0 | 0 | 13.1111 | 0 | 0 | 13.1111 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402102 | 261567 | -18463 | -95294 | -63259 | -144925 |
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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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