Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591143.264 | 503442.8479 | 87700.4161 | 309121.2743 | 493759.1648 | -184637.8905 |
Total P&L (%) | 591.1433 | 503.4428 | 87.7004 | 309.1213 | 493.7592 | -184.6379 |
Avg Daily Profit (%) | 0.2447 | 0.2084 | 0.0363 | 0.0583 | 0.0738 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142259 | -97736 | -160942 | -654028 | -620708 | -885650 |
Profit Factor | 1.69 | 2.1542 | 1.2086 | 1.0823 | 1.2505 | 0.8966 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 42.3077 | 36.5385 | 48.0769 | 42.3077 | 36.5385 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.3046 | 3.7415 | 1.3052 | 1.4758 | 2.172 | 0.9684 |
Largest Winning Trade | 182895 | 182895 | 55864 | 315127 | 315127 | 239647 |
Largest Losing Trade | -51387 | -51387 | -50902 | -368667 | -326009 | -368667 |
Avg Bars in Trades | 135 | 144 | 127 | 135 | 144 | 127 |
Avg Bars in Winners | 179 | 183 | 175 | 179 | 183 | 175 |
Avg Bars in Losers | 103 | 121 | 82 | 103 | 121 | 82 |
Bars Traded | 14123 | 7501 | 6622 | 14123 | 7501 | 6622 |
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 | 320653 | -173083 | -325681 | -247766 | -278854 | -761581 |
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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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