Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438448.9183 | 417511.6817 | 20937.2366 | -26590.6234 | 334151.2657 | -360741.8891 |
Total P&L (%) | 438.4489 | 417.5117 | 20.9372 | -26.5906 | 334.1513 | -360.7419 |
Avg Daily Profit (%) | 0.2365 | 0.2252 | 0.0113 | -0.0167 | 0.0792 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143897 | -131563 | -120106 | -574787 | -261409 | -473901 |
Profit Factor | 1.5464 | 2.1232 | 1.0486 | 0.9807 | 1.649 | 0.5827 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 49.7175 | 46.0674 | 53.4091 | 49.7175 | 46.0674 | 53.4091 |
Ratio Avg Win / Avg Loss | 1.564 | 2.4858 | 0.9147 | 0.9919 | 1.9306 | 0.5083 |
Largest Winning Trade | 397269 | 397269 | 54782 | 502827 | 502827 | 63056 |
Largest Losing Trade | -62329 | -33400 | -62329 | -392301 | -104662 | -392301 |
Avg Bars in Trades | 40 | 32 | 48 | 40 | 32 | 48 |
Avg Bars in Winners | 51 | 46 | 56 | 51 | 46 | 56 |
Avg Bars in Losers | 29 | 20 | 39 | 29 | 20 | 39 |
Bars Traded | 7165 | 2885 | 4279 | 7165 | 2885 | 4279 |
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 | 412245 | 361048 | -352608 | -579960 | -85883 | -580654 |
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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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