Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456775.5498 | 415165.6759 | 41609.8739 | 149558.0449 | 396705.4759 | -247147.4311 |
Total P&L (%) | 456.7756 | 415.1657 | 41.6099 | 149.558 | 396.7055 | -247.1474 |
Avg Daily Profit (%) | 0.2577 | 0.2342 | 0.0235 | 0.0516 | 0.0905 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164096 | -106857 | -114397 | -606746 | -279704 | -429764 |
Profit Factor | 1.5105 | 2.2687 | 1.0733 | 1.0802 | 1.6674 | 0.8053 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 49.162 | 49.4382 | 48.8889 | 49.162 | 49.4382 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.562 | 2.3203 | 1.1221 | 1.1171 | 1.7053 | 0.842 |
Largest Winning Trade | 162308 | 162308 | 79372 | 202511 | 184369 | 202511 |
Largest Losing Trade | -71691 | -33478 | -71691 | -202500 | -145248 | -202500 |
Avg Bars in Trades | 28 | 25 | 32 | 28 | 25 | 32 |
Avg Bars in Winners | 40 | 31 | 49 | 40 | 31 | 49 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 5155 | 2274 | 2881 | 5155 | 2274 | 2881 |
Profit Streak | 0 | 55.5518 | 0 | 0 | 55.5518 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413465 | 483845 | -304205 | -255372 | -67804 | -581523 |
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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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