Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941884.4287 | 924318.3259 | 17566.1028 | 67530.224 | 737929.1134 | -670398.8894 |
Total P&L (%) | 941.8844 | 924.3183 | 17.5661 | 67.5302 | 737.9291 | -670.3989 |
Avg Daily Profit (%) | 0.3964 | 0.389 | 0.0074 | 0.0217 | 0.0895 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164503 | -102608 | -145705 | -2318032 | -1279967 | -1226221 |
Profit Factor | 1.7443 | 2.5109 | 1.0269 | 1.0087 | 1.2048 | 0.8391 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 172 | 87 | 85 | 172 | 87 | 85 |
Profitability (%) | 35.5805 | 35.0746 | 36.0902 | 35.5805 | 35.0746 | 36.0902 |
Ratio Avg Win / Avg Loss | 3.158 | 4.6478 | 1.8184 | 1.8263 | 2.2301 | 1.486 |
Largest Winning Trade | 697110 | 697110 | 65687 | 1502788 | 1502788 | 431497 |
Largest Losing Trade | -54947 | -22903 | -54947 | -866269 | -330895 | -866269 |
Avg Bars in Trades | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Winners | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 4645 | 2103 | 2542 | 4645 | 2103 | 2542 |
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 | 327245 | 313708 | -386653 | -377802 | -78157 | -584444 |
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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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