Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550946.6343 | 499008.2879 | 51938.3463 | 33314.887 | 238444.5136 | -205129.6266 |
Total P&L (%) | 550.9466 | 499.0083 | 51.9383 | 33.3149 | 238.4445 | -205.1296 |
Avg Daily Profit (%) | 0.3447 | 0.3122 | 0.0325 | 0.018 | 0.0763 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165392 | -127596 | -105509 | -968455 | -642131 | -393304 |
Profit Factor | 1.5396 | 1.9484 | 1.1049 | 1.0139 | 1.194 | 0.8237 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Losing Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Profitability (%) | 46.8504 | 46.4567 | 47.2441 | 46.8504 | 46.4567 | 47.2441 |
Ratio Avg Win / Avg Loss | 1.7466 | 2.2456 | 1.2338 | 1.1503 | 1.3761 | 0.9197 |
Largest Winning Trade | 374489 | 374489 | 48999 | 738780 | 738780 | 165713 |
Largest Losing Trade | -25145 | -23864 | -25145 | -152457 | -152457 | -110181 |
Avg Bars in Trades | 73 | 63 | 84 | 73 | 63 | 84 |
Avg Bars in Winners | 104 | 88 | 120 | 104 | 88 | 120 |
Avg Bars in Losers | 46 | 40 | 51 | 46 | 40 | 51 |
Bars Traded | 18695 | 8014 | 10681 | 18695 | 8014 | 10681 |
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 | 433360 | 384692 | -257063 | -376736 | -99787 | -582066 |
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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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