Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542166.4396 | 493915.4048 | 48251.0348 | -14277.8304 | 419818.9956 | -434096.826 |
Total P&L (%) | 542.1664 | 493.9154 | 48.251 | -14.2778 | 419.819 | -434.0968 |
Avg Daily Profit (%) | 0.3401 | 0.3099 | 0.0303 | -0.0097 | 0.1035 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177305 | -141511 | -132439 | -616798 | -349177 | -527104 |
Profit Factor | 1.5663 | 1.974 | 1.1071 | 0.9936 | 1.4062 | 0.6397 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 140 | 75 | 65 | 140 | 75 | 65 |
Profitability (%) | 45.7364 | 41.8605 | 49.6124 | 45.7364 | 41.8605 | 49.6124 |
Ratio Avg Win / Avg Loss | 1.8583 | 2.7417 | 1.1244 | 1.1789 | 1.9531 | 0.6497 |
Largest Winning Trade | 378966 | 378966 | 57408 | 494915 | 494915 | 69078 |
Largest Losing Trade | -74747 | -22885 | -74747 | -231546 | -91188 | -231546 |
Avg Bars in Trades | 72 | 66 | 78 | 72 | 66 | 78 |
Avg Bars in Winners | 100 | 94 | 104 | 100 | 94 | 104 |
Avg Bars in Losers | 49 | 46 | 53 | 49 | 46 | 53 |
Bars Traded | 18710 | 8586 | 10124 | 18710 | 8586 | 10124 |
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 | 422974 | 321581 | -256970 | -579419 | -56391 | -581140 |
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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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