Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629675.9779 | 579261.7998 | 50414.178 | 4012.839 | 598348.5005 | -594335.6615 |
Total P&L (%) | 629.676 | 579.2618 | 50.4142 | 4.0128 | 598.3485 | -594.3357 |
Avg Daily Profit (%) | 0.3939 | 0.3624 | 0.0315 | 0.0025 | 0.1217 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182864 | -154897 | -107885 | -1006556 | -496840 | -703489 |
Profit Factor | 1.5934 | 1.9995 | 1.1047 | 1.0015 | 1.458 | 0.5739 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 112 | 46 | 66 | 112 | 46 | 66 |
Losing Trades | 139 | 80 | 59 | 139 | 80 | 59 |
Profitability (%) | 44.6215 | 36.5079 | 52.8 | 44.6215 | 36.5079 | 52.8 |
Ratio Avg Win / Avg Loss | 1.9775 | 3.4774 | 0.9875 | 1.2429 | 2.5356 | 0.513 |
Largest Winning Trade | 423718 | 423718 | 57808 | 802084 | 802084 | 87656 |
Largest Losing Trade | -44737 | -24793 | -44737 | -360211 | -186037 | -360211 |
Avg Bars in Trades | 75 | 73 | 76 | 75 | 73 | 76 |
Avg Bars in Winners | 97 | 104 | 92 | 97 | 104 | 92 |
Avg Bars in Losers | 57 | 56 | 58 | 57 | 56 | 58 |
Bars Traded | 18857 | 9307 | 9550 | 18857 | 9307 | 9550 |
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 | 428564 | 279294 | -258969 | -574973 | -33482 | -580637 |
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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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