Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413369.9406 | 275455.0135 | 137914.9271 | 579547.5446 | 769523.4746 | -189975.93 |
Total P&L (%) | 413.3699 | 275.455 | 137.9149 | 579.5475 | 769.5235 | -189.9759 |
Avg Daily Profit (%) | 0.2446 | 0.163 | 0.0816 | 0.1135 | 0.1281 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112092 | -77283 | -92994 | -1838376 | -438027 | -1452083 |
Profit Factor | 1.5527 | 1.8556 | 1.3238 | 1.113 | 1.3637 | 0.9369 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 50.8197 | 46.1538 | 55.4348 | 50.8197 | 46.1538 | 55.4348 |
Ratio Avg Win / Avg Loss | 1.5026 | 2.1649 | 1.0642 | 1.0771 | 1.591 | 0.7532 |
Largest Winning Trade | 88829 | 88829 | 55353 | 740507 | 740507 | 468810 |
Largest Losing Trade | -39563 | -17884 | -39563 | -507670 | -211060 | -507670 |
Avg Bars in Trades | 55 | 52 | 57 | 55 | 52 | 57 |
Avg Bars in Winners | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Losers | 35 | 33 | 39 | 35 | 33 | 39 |
Bars Traded | 10066 | 4739 | 5327 | 10066 | 4739 | 5327 |
Profit Streak | 0 | 49.9419 | 0 | 0 | 49.9419 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425033 | 360373 | -83360 | -136235 | -20861 | -580381 |
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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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