Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524153.2386 | 498648.8545 | 25504.3841 | 10262.2026 | 211432.4212 | -201170.2186 |
Total P&L (%) | 524.1532 | 498.6489 | 25.5044 | 10.2622 | 211.4324 | -201.1702 |
Avg Daily Profit (%) | 0.2828 | 0.2691 | 0.0138 | 0.0053 | 0.0613 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114922 | -108626 | -108480 | -510838 | -348368 | -339073 |
Profit Factor | 1.7482 | 2.4905 | 1.0697 | 1.0051 | 1.2266 | 0.8106 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 77 | 45 | 32 | 77 | 45 | 32 |
Profitability (%) | 40.3101 | 30.7692 | 50 | 40.3101 | 30.7692 | 50 |
Ratio Avg Win / Avg Loss | 2.5887 | 5.6035 | 1.0697 | 1.4884 | 2.7599 | 0.8106 |
Largest Winning Trade | 519997 | 519997 | 60312 | 512799 | 512799 | 99271 |
Largest Losing Trade | -36697 | -26027 | -36697 | -133533 | -119805 | -133533 |
Avg Bars in Trades | 55 | 42 | 68 | 55 | 42 | 68 |
Avg Bars in Winners | 93 | 82 | 100 | 93 | 82 | 100 |
Avg Bars in Losers | 29 | 24 | 36 | 29 | 24 | 36 |
Bars Traded | 7157 | 2757 | 4400 | 7157 | 2757 | 4400 |
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 | 310813 | -126478 | -461014 | -561694 | -249740 | -719958 |
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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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