Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554762.2224 | 523243.8932 | 31518.3292 | -32426.1222 | 330086.8101 | -362512.9323 |
Total P&L (%) | 554.7622 | 523.2439 | 31.5183 | -32.4261 | 330.0868 | -362.5129 |
Avg Daily Profit (%) | 0.2973 | 0.2804 | 0.0169 | -0.021 | 0.0782 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227439 | -152093 | -140235 | -1744482 | -1238656 | -801460 |
Profit Factor | 1.402 | 1.6487 | 1.055 | 0.9941 | 1.1081 | 0.853 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 112 | 49 | 63 | 112 | 49 | 63 |
Losing Trades | 159 | 87 | 72 | 159 | 87 | 72 |
Profitability (%) | 41.3284 | 36.0294 | 46.6667 | 41.3284 | 36.0294 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.9903 | 2.9273 | 1.2057 | 1.4113 | 1.9674 | 0.9748 |
Largest Winning Trade | 311843 | 311843 | 78690 | 543868 | 543868 | 189138 |
Largest Losing Trade | -49126 | -49126 | -25732 | -379949 | -307740 | -379949 |
Avg Bars in Trades | 81 | 110 | 53 | 81 | 110 | 53 |
Avg Bars in Winners | 113 | 180 | 61 | 113 | 180 | 61 |
Avg Bars in Losers | 59 | 71 | 46 | 59 | 71 | 46 |
Bars Traded | 22207 | 15044 | 7163 | 22207 | 15044 | 7163 |
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 | 314385 | 223944 | -334826 | -581065 | -194708 | -582270 |
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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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