Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721492.8137 | 642361.0085 | 79131.8052 | 465461.9609 | 9423.1098 | 456038.8511 |
Total P&L (%) | 721.4928 | 642.361 | 79.1318 | 465.462 | 9.4231 | 456.0389 |
Avg Daily Profit (%) | 0.3719 | 0.3311 | 0.0408 | 0.0893 | 0.0046 | 0.0885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118392 | -119395 | -69770 | -686435 | -1177794 | -447147 |
Profit Factor | 1.8206 | 2.2956 | 1.2064 | 1.0874 | 1.003 | 1.2042 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 43.4343 | 39.3939 | 47.4747 | 43.4343 | 39.3939 | 47.4747 |
Ratio Avg Win / Avg Loss | 2.371 | 3.5316 | 1.3347 | 1.4162 | 1.5432 | 1.3324 |
Largest Winning Trade | 394357 | 394357 | 41937 | 833753 | 833753 | 235992 |
Largest Losing Trade | -38057 | -38057 | -25373 | -384112 | -384112 | -263592 |
Avg Bars in Trades | 116 | 138 | 94 | 116 | 138 | 94 |
Avg Bars in Winners | 169 | 211 | 134 | 169 | 211 | 134 |
Avg Bars in Losers | 75 | 90 | 57 | 75 | 90 | 57 |
Bars Traded | 23025 | 13670 | 9355 | 23025 | 13670 | 9355 |
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 | 411999 | 328115 | -140178 | -199545 | -572871 | -76607 |
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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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