Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567435.1863 | 465586.7037 | 101848.4826 | 633883.6248 | 910312.0516 | -276428.4269 |
Total P&L (%) | 567.4352 | 465.5867 | 101.8485 | 633.8836 | 910.3121 | -276.4284 |
Avg Daily Profit (%) | 0.2971 | 0.2438 | 0.0533 | 0.1044 | 0.1212 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228070 | -186707 | -79086 | -1630422 | -1524319 | -826923 |
Profit Factor | 1.5205 | 1.63 | 1.2901 | 1.0893 | 1.2012 | 0.8924 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 157 | 72 | 85 | 157 | 72 | 85 |
Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Profitability (%) | 57.5092 | 52.9412 | 62.0438 | 57.5092 | 52.9412 | 62.0438 |
Ratio Avg Win / Avg Loss | 1.1234 | 1.4489 | 0.7892 | 0.8049 | 1.0677 | 0.546 |
Largest Winning Trade | 139916 | 139916 | 19727 | 838725 | 838725 | 273452 |
Largest Losing Trade | -61980 | -61980 | -19600 | -823296 | -823296 | -281561 |
Avg Bars in Trades | 82 | 146 | 18 | 82 | 146 | 18 |
Avg Bars in Winners | 55 | 98 | 18 | 55 | 98 | 18 |
Avg Bars in Losers | 119 | 200 | 19 | 119 | 200 | 19 |
Bars Traded | 22545 | 19945 | 2600 | 22545 | 19945 | 2600 |
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 | 457214 | 365679 | -121703 | -174690 | -31168 | -579130 |
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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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