Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567941.3829 | 548799.164 | 19142.2189 | -26831.4948 | 1229370.9873 | -1256202.4821 |
Total P&L (%) | 567.9414 | 548.7992 | 19.1422 | -26.8315 | 1229.371 | -1256.2025 |
Avg Daily Profit (%) | 0.239 | 0.231 | 0.0081 | -0.0131 | 0.109 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148394 | -85937 | -166512 | -1168844 | -486028 | -1359148 |
Profit Factor | 1.3414 | 1.702 | 1.0217 | 0.9954 | 1.5033 | 0.624 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 155 | 74 | 81 | 155 | 74 | 81 |
Losing Trades | 170 | 89 | 81 | 170 | 89 | 81 |
Profitability (%) | 47.6923 | 45.3988 | 50 | 47.6923 | 45.3988 | 50 |
Ratio Avg Win / Avg Loss | 1.4712 | 2.0469 | 1.0217 | 1.0917 | 1.808 | 0.624 |
Largest Winning Trade | 239126 | 239126 | 60610 | 782702 | 782702 | 275310 |
Largest Losing Trade | -59724 | -30751 | -59724 | -485380 | -218174 | -485380 |
Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Winners | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 4688 | 2564 | 2124 | 4688 | 2564 | 2124 |
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 | 352367 | 371317 | -385602 | -578031 | -45896 | -580207 |
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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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