Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666306.4569 | 507342.1949 | 158964.262 | 2423926.759 | 1225158.156 | 1198768.6031 |
Total P&L (%) | 666.3065 | 507.3422 | 158.9643 | 2423.9268 | 1225.1582 | 1198.7686 |
Avg Daily Profit (%) | 0.4118 | 0.3136 | 0.0982 | 0.1997 | 0.1598 | 0.1586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98768 | -121344 | -160491 | -3674453 | -3257770 | -1089436 |
Profit Factor | 1.7121 | 2.0829 | 1.3402 | 1.2044 | 1.1851 | 1.2289 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 47.6923 | 44.898 | 50.5155 | 47.6923 | 44.898 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.8777 | 2.5563 | 1.3129 | 1.321 | 1.4544 | 1.2038 |
Largest Winning Trade | 121418 | 121418 | 67305 | 2304427 | 2304427 | 849639 |
Largest Losing Trade | -42475 | -30333 | -42475 | -1098958 | -1098958 | -918237 |
Avg Bars in Trades | 97 | 82 | 113 | 97 | 82 | 113 |
Avg Bars in Winners | 111 | 89 | 132 | 111 | 89 | 132 |
Avg Bars in Losers | 84 | 76 | 94 | 84 | 76 | 94 |
Bars Traded | 19074 | 8074 | 11000 | 19074 | 8074 | 11000 |
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 | 475781 | 384898 | -61709 | 275716 | -11506 | 255759 |
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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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