Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525980.1966 | 415588.6294 | 110391.5672 | 318778.6742 | 658924.1454 | -340145.4711 |
Total P&L (%) | 525.9802 | 415.5886 | 110.3916 | 318.7787 | 658.9241 | -340.1455 |
Avg Daily Profit (%) | 0.2285 | 0.1805 | 0.048 | 0.0622 | 0.0881 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162968 | -153075 | -120974 | -628653 | -347158 | -471995 |
Profit Factor | 1.6117 | 1.8987 | 1.2777 | 1.1262 | 1.5428 | 0.7407 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 40.4908 | 37.8049 | 43.2099 | 40.4908 | 37.8049 | 43.2099 |
Ratio Avg Win / Avg Loss | 2.3687 | 3.1236 | 1.6793 | 1.6552 | 2.5381 | 0.9735 |
Largest Winning Trade | 220873 | 220873 | 60743 | 569727 | 569727 | 196610 |
Largest Losing Trade | -28186 | -21579 | -28186 | -201176 | -104006 | -201176 |
Avg Bars in Trades | 82 | 69 | 96 | 82 | 69 | 96 |
Avg Bars in Winners | 128 | 102 | 152 | 128 | 102 | 152 |
Avg Bars in Losers | 51 | 50 | 53 | 51 | 50 | 53 |
Bars Traded | 13527 | 5731 | 7796 | 13527 | 5731 | 7796 |
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 | 305562 | 66910 | -142411 | -193271 | -81479 | -595376 |
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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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