Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637909.0371 | 570619.3494 | 67289.6877 | 194665.0221 | 437654.4326 | -242989.4105 |
Total P&L (%) | 637.909 | 570.6193 | 67.2897 | 194.665 | 437.6544 | -242.9894 |
Avg Daily Profit (%) | 0.2649 | 0.2369 | 0.0279 | 0.0449 | 0.0699 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134561 | -80317 | -173079 | -742140 | -601222 | -936840 |
Profit Factor | 1.8877 | 2.5232 | 1.1956 | 1.0591 | 1.2652 | 0.8524 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 45.2632 | 41.6667 | 48.9362 | 45.2632 | 41.6667 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.2827 | 3.5325 | 1.2476 | 1.2807 | 1.7712 | 0.8895 |
Largest Winning Trade | 277210 | 277210 | 65182 | 573641 | 573641 | 317435 |
Largest Losing Trade | -57554 | -47600 | -57554 | -506856 | -194812 | -506856 |
Avg Bars in Trades | 150 | 137 | 162 | 150 | 137 | 162 |
Avg Bars in Winners | 207 | 181 | 229 | 207 | 181 | 229 |
Avg Bars in Losers | 103 | 106 | 99 | 103 | 106 | 99 |
Bars Traded | 14275 | 6617 | 7657 | 14275 | 6617 | 7657 |
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 | 381118 | 360404 | -161450 | -290128 | -101826 | -581110 |
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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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