Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445022.1569 | 414389.0881 | 30633.0688 | 157296.7633 | 360627.8464 | -203331.0831 |
Total P&L (%) | 445.0222 | 414.3891 | 30.6331 | 157.2968 | 360.6278 | -203.3311 |
Avg Daily Profit (%) | 0.235 | 0.2189 | 0.0162 | 0.0499 | 0.0807 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162097 | -146979 | -35381 | -3479724 | -2786276 | -873178 |
Profit Factor | 1.8512 | 1.948 | 1.3575 | 1.025 | 1.0707 | 0.8279 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 54.1176 | 57.1429 | 51.1628 | 54.1176 | 57.1429 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.5695 | 1.461 | 1.2958 | 0.8691 | 0.803 | 0.7903 |
Largest Winning Trade | 182050 | 182050 | 14365 | 1018920 | 1018920 | 250570 |
Largest Losing Trade | -70315 | -70315 | -22650 | -2107774 | -2107774 | -739438 |
Avg Bars in Trades | 253 | 507 | 5 | 253 | 507 | 5 |
Avg Bars in Winners | 164 | 310 | 6 | 164 | 310 | 6 |
Avg Bars in Losers | 358 | 770 | 5 | 358 | 770 | 5 |
Bars Traded | 21558 | 21317 | 241 | 21558 | 21317 | 241 |
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 | 439005 | 408249 | -173374 | -320133 | -228663 | -580298 |
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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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