Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503166.9152 | 482214.2811 | 20952.6341 | -80911.0178 | -39006.4682 | -41904.5496 |
Total P&L (%) | 503.1669 | 482.2143 | 20.9526 | -80.911 | -39.0065 | -41.9046 |
Avg Daily Profit (%) | 0.2645 | 0.2534 | 0.011 | -0.087 | -0.026 | -0.0285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209829 | -174393 | -49940 | -397212 | -340834 | -70641 |
Profit Factor | 1.4855 | 1.5827 | 1.1003 | 0.9028 | 0.9422 | 0.7342 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 116 | 51 | 65 | 116 | 51 | 65 |
Losing Trades | 141 | 77 | 64 | 141 | 77 | 64 |
Profitability (%) | 45.1362 | 39.8438 | 50.3876 | 45.1362 | 39.8438 | 50.3876 |
Ratio Avg Win / Avg Loss | 1.8056 | 2.3896 | 1.0834 | 1.0974 | 1.4226 | 0.7229 |
Largest Winning Trade | 650309 | 650309 | 13453 | 352094 | 352094 | 8612 |
Largest Losing Trade | -59562 | -59562 | -8593 | -177300 | -177300 | -28975 |
Avg Bars in Trades | 86 | 167 | 6 | 86 | 167 | 6 |
Avg Bars in Winners | 101 | 224 | 5 | 101 | 224 | 5 |
Avg Bars in Losers | 73 | 129 | 6 | 73 | 129 | 6 |
Bars Traded | 22206 | 21427 | 779 | 22206 | 21427 | 779 |
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 | 373323 | 246102 | -294458 | -579658 | -583275 | -580661 |
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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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