Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603941.7561 | 510698.525 | 93243.2311 | 409869.0837 | 721443.795 | -311574.7112 |
Total P&L (%) | 603.9418 | 510.6985 | 93.2432 | 409.8691 | 721.4438 | -311.5747 |
Avg Daily Profit (%) | 0.29 | 0.2452 | 0.0448 | 0.0782 | 0.1012 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118983 | -113303 | -138523 | -735332 | -401224 | -513709 |
Profit Factor | 1.5369 | 2.0519 | 1.1458 | 1.0958 | 1.4051 | 0.8753 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 147 | 75 | 72 | 147 | 75 | 72 |
Losing Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Profitability (%) | 51.0417 | 52.0833 | 50 | 51.0417 | 52.0833 | 50 |
Ratio Avg Win / Avg Loss | 1.4742 | 1.8878 | 1.1458 | 1.051 | 1.2927 | 0.8753 |
Largest Winning Trade | 323667 | 323667 | 46433 | 704479 | 704479 | 233771 |
Largest Losing Trade | -61241 | -21736 | -61241 | -445378 | -164181 | -445378 |
Avg Bars in Trades | 85 | 79 | 92 | 85 | 79 | 92 |
Avg Bars in Winners | 96 | 84 | 107 | 96 | 84 | 107 |
Avg Bars in Losers | 75 | 73 | 76 | 75 | 73 | 76 |
Bars Traded | 24703 | 11443 | 13260 | 24703 | 11443 | 13260 |
Profit Streak | 0 | 0 | 49.8646 | 0 | 0 | 49.8646 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431262 | 447184 | -192843 | -202043 | -56689 | -580386 |
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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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