Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581814.1527 | 517715.3808 | 64098.772 | 106196.9129 | 206931.0114 | -100734.0985 |
Total P&L (%) | 581.8142 | 517.7154 | 64.0988 | 106.1969 | 206.931 | -100.7341 |
Avg Daily Profit (%) | 0.2475 | 0.2202 | 0.0273 | 0.0308 | 0.0477 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144153 | -103440 | -197755 | -443450 | -336442 | -372486 |
Profit Factor | 1.444 | 1.7621 | 1.1016 | 1.0481 | 1.1819 | 0.9057 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 125 | 59 | 66 | 125 | 59 | 66 |
Losing Trades | 172 | 90 | 82 | 172 | 90 | 82 |
Profitability (%) | 42.0875 | 39.5973 | 44.5946 | 42.0875 | 39.5973 | 44.5946 |
Ratio Avg Win / Avg Loss | 1.9869 | 2.6879 | 1.3686 | 1.4422 | 1.8029 | 1.1253 |
Largest Winning Trade | 303099 | 303099 | 57779 | 381459 | 381459 | 118276 |
Largest Losing Trade | -51617 | -23459 | -51617 | -98043 | -63271 | -98043 |
Avg Bars in Trades | 46 | 41 | 52 | 46 | 41 | 52 |
Avg Bars in Winners | 69 | 59 | 77 | 69 | 59 | 77 |
Avg Bars in Losers | 30 | 29 | 32 | 30 | 29 | 32 |
Bars Traded | 13919 | 6150 | 7769 | 13919 | 6150 | 7769 |
Profit Streak | 0 | 0 | 30.3752 | 0 | 0 | 30.3752 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323814 | 264471 | -266901 | -320847 | -152691 | -580373 |
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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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