Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663927.3789 | 563579.8157 | 100347.5632 | 340415.5626 | 704792.497 | -364376.9344 |
Total P&L (%) | 663.9274 | 563.5798 | 100.3476 | 340.4156 | 704.7925 | -364.3769 |
Avg Daily Profit (%) | 0.4165 | 0.3536 | 0.063 | 0.0931 | 0.1309 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137608 | -122597 | -98265 | -1144553 | -744635 | -706453 |
Profit Factor | 2.01 | 2.5179 | 1.3508 | 1.1202 | 1.4473 | 0.7099 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 43.8776 | 36.7347 | 51.0204 | 43.8776 | 36.7347 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.5709 | 4.3363 | 1.2967 | 1.4328 | 2.4927 | 0.6815 |
Largest Winning Trade | 345814 | 345814 | 69644 | 1015793 | 1015793 | 97016 |
Largest Losing Trade | -49867 | -26949 | -49867 | -297723 | -297723 | -282598 |
Avg Bars in Trades | 192 | 176 | 208 | 192 | 176 | 208 |
Avg Bars in Winners | 270 | 275 | 266 | 270 | 275 | 266 |
Avg Bars in Losers | 132 | 119 | 149 | 132 | 119 | 149 |
Bars Traded | 18906 | 8668 | 10238 | 18906 | 8668 | 10238 |
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 | 417163 | 327147 | -108246 | -159146 | -20803 | -580549 |
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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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