Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496816.1833 | 441091.6453 | 55724.538 | 52165.1582 | 277967.4312 | -225802.273 |
Total P&L (%) | 496.8162 | 441.0916 | 55.7245 | 52.1652 | 277.9674 | -225.8023 |
Avg Daily Profit (%) | 0.2158 | 0.1916 | 0.0242 | 0.0182 | 0.0578 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -278973 | -199912 | -181476 | -608834 | -361602 | -338335 |
Profit Factor | 1.4355 | 1.7508 | 1.1007 | 1.0389 | 1.4007 | 0.651 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Losing Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Profitability (%) | 39.7906 | 44.7917 | 34.7368 | 39.7906 | 44.7917 | 34.7368 |
Ratio Avg Win / Avg Loss | 2.1722 | 2.158 | 2.068 | 1.572 | 1.7264 | 1.223 |
Largest Winning Trade | 268428 | 268428 | 68109 | 453104 | 453104 | 55205 |
Largest Losing Trade | -38383 | -38383 | -30353 | -222884 | -222884 | -108600 |
Avg Bars in Trades | 70 | 56 | 84 | 70 | 56 | 84 |
Avg Bars in Winners | 89 | 60 | 127 | 89 | 60 | 127 |
Avg Bars in Losers | 57 | 54 | 60 | 57 | 54 | 60 |
Bars Traded | 13425 | 5443 | 7982 | 13425 | 5443 | 7982 |
Profit Streak | 0 | 0 | 45.5466 | 0 | 0 | 45.5466 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245123 | 307625 | -275797 | -349267 | -116288 | -584791 |
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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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