Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404020.9715 | 300501.4571 | 103519.5144 | 77001.2351 | 270649.6069 | -193648.3718 |
Total P&L (%) | 404.021 | 300.5015 | 103.5195 | 77.0012 | 270.6496 | -193.6484 |
Avg Daily Profit (%) | 0.2744 | 0.2041 | 0.0703 | 0.0388 | 0.089 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147210 | -46534 | -134983 | -449818 | -147084 | -525933 |
Profit Factor | 1.3839 | 1.8443 | 1.1486 | 1.0295 | 1.3035 | 0.8873 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Losing Trades | 179 | 88 | 91 | 179 | 88 | 91 |
Profitability (%) | 44.9231 | 46.0123 | 43.8272 | 44.9231 | 46.0123 | 43.8272 |
Ratio Avg Win / Avg Loss | 1.6967 | 2.1639 | 1.4722 | 1.2622 | 1.5294 | 1.1373 |
Largest Winning Trade | 216127 | 216127 | 67679 | 189151 | 189151 | 135410 |
Largest Losing Trade | -65894 | -15887 | -65894 | -97810 | -67121 | -97810 |
Avg Bars in Trades | 53 | 13 | 93 | 53 | 13 | 93 |
Avg Bars in Winners | 84 | 14 | 157 | 84 | 14 | 157 |
Avg Bars in Losers | 28 | 11 | 43 | 28 | 11 | 43 |
Bars Traded | 17350 | 2166 | 15184 | 17350 | 2166 | 15184 |
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 | 348821 | 366519 | -158224 | -329447 | -73878 | -581218 |
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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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