Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803644.2846 | 759536.5964 | 44107.6882 | 82818.1691 | 298030.5062 | -215212.3371 |
Total P&L (%) | 803.6443 | 759.5366 | 44.1077 | 82.8182 | 298.0305 | -215.2123 |
Avg Daily Profit (%) | 0.3327 | 0.3144 | 0.0183 | 0.025 | 0.0572 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153879 | -109884 | -157110 | -569668 | -618191 | -799516 |
Profit Factor | 1.5953 | 1.9712 | 1.0777 | 1.0189 | 1.1232 | 0.8902 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 148 | 77 | 71 | 148 | 77 | 71 |
Profitability (%) | 46.5704 | 44.6043 | 48.5507 | 46.5704 | 44.6043 | 48.5507 |
Ratio Avg Win / Avg Loss | 1.8303 | 2.4481 | 1.142 | 1.169 | 1.3949 | 0.9433 |
Largest Winning Trade | 506139 | 506139 | 56949 | 415566 | 415566 | 178666 |
Largest Losing Trade | -40128 | -38059 | -40128 | -260489 | -184456 | -260489 |
Avg Bars in Trades | 25 | 28 | 21 | 25 | 28 | 21 |
Avg Bars in Winners | 29 | 32 | 27 | 29 | 32 | 27 |
Avg Bars in Losers | 21 | 25 | 16 | 21 | 25 | 16 |
Bars Traded | 6970 | 3998 | 2972 | 6970 | 3998 | 2972 |
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 | 452322 | 387141 | -305873 | -358828 | -203548 | -581252 |
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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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