Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445181.6606 | 444283.3956 | 898.265 | -80118.8478 | 356845.3593 | -436964.2071 |
Total P&L (%) | 445.1817 | 444.2834 | 0.8983 | -80.1188 | 356.8454 | -436.9642 |
Avg Daily Profit (%) | 0.1781 | 0.1777 | 0.0004 | -0.0646 | 0.0608 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200012 | -154170 | -249243 | -449081 | -91430 | -600630 |
Profit Factor | 1.3755 | 1.8566 | 1.0013 | 0.9427 | 1.9049 | 0.5646 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 146 | 68 | 78 | 146 | 68 | 78 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 54.4776 | 50.7463 | 58.209 | 54.4776 | 50.7463 | 58.209 |
Ratio Avg Win / Avg Loss | 1.1494 | 1.802 | 0.7189 | 0.7877 | 1.8488 | 0.4054 |
Largest Winning Trade | 310947 | 310947 | 54631 | 126565 | 115061 | 126565 |
Largest Losing Trade | -83043 | -32275 | -83043 | -314861 | -66466 | -314861 |
Avg Bars in Trades | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Winners | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Losers | 30 | 33 | 26 | 30 | 33 | 26 |
Bars Traded | 9727 | 4982 | 4745 | 9727 | 4982 | 4745 |
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 | 358616 | 390671 | -577952 | -578795 | -108245 | -579912 |
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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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