Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583225.0051 | 463905.6491 | 119319.3559 | 542108.1867 | 840309.3092 | -298201.1225 |
Total P&L (%) | 583.225 | 463.9056 | 119.3194 | 542.1082 | 840.3093 | -298.2011 |
Avg Daily Profit (%) | 0.3135 | 0.2494 | 0.0641 | 0.1 | 0.1205 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175311 | -103136 | -177142 | -2519901 | -979654 | -1835197 |
Profit Factor | 1.2659 | 1.4435 | 1.104 | 1.0577 | 1.186 | 0.9389 |
Total Trades | 550 | 275 | 275 | 550 | 275 | 275 |
Winning Trades | 272 | 140 | 132 | 272 | 140 | 132 |
Losing Trades | 278 | 135 | 143 | 278 | 135 | 143 |
Profitability (%) | 49.4545 | 50.9091 | 48 | 49.4545 | 50.9091 | 48 |
Ratio Avg Win / Avg Loss | 1.2938 | 1.3919 | 1.196 | 1.081 | 1.1436 | 1.0171 |
Largest Winning Trade | 88985 | 88985 | 48188 | 489839 | 489839 | 398989 |
Largest Losing Trade | -37411 | -37411 | -32019 | -456572 | -456572 | -383852 |
Avg Bars in Trades | 19 | 23 | 16 | 19 | 23 | 16 |
Avg Bars in Winners | 25 | 29 | 22 | 25 | 29 | 22 |
Avg Bars in Losers | 14 | 17 | 11 | 14 | 17 | 11 |
Bars Traded | 10979 | 6443 | 4536 | 10979 | 6443 | 4536 |
Profit Streak | 8.2643 | 0 | 14.0976 | 8.2643 | 0 | 14.0976 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449848 | 370160 | -211939 | -212504 | -46365 | -577652 |
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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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