Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277826.8455 | 222956.8208 | 54870.0247 | 84705.9839 | 678180.902 | -593474.9181 |
Total P&L (%) | 277.8268 | 222.9568 | 54.87 | 84.706 | 678.1809 | -593.4749 |
Avg Daily Profit (%) | 0.2667 | 0.214 | 0.0527 | 0.0589 | 0.1972 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150373 | -105918 | -90718 | -1336058 | -547896 | -1002115 |
Profit Factor | 1.5066 | 1.7985 | 1.2038 | 1.0261 | 1.5007 | 0.6861 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 43.4109 | 37.5 | 49.2308 | 43.4109 | 37.5 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.9639 | 2.9975 | 1.2414 | 1.3376 | 2.5012 | 0.7076 |
Largest Winning Trade | 165752 | 165752 | 32197 | 736604 | 736604 | 153672 |
Largest Losing Trade | -54453 | -24328 | -54453 | -828104 | -128186 | -828104 |
Avg Bars in Trades | 190 | 172 | 208 | 190 | 172 | 208 |
Avg Bars in Winners | 271 | 247 | 289 | 271 | 247 | 289 |
Avg Bars in Losers | 128 | 127 | 130 | 128 | 127 | 130 |
Bars Traded | 24607 | 11048 | 13559 | 24607 | 11048 | 13559 |
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 | 303412 | -133166 | -256065 | -308281 | -133884 | -712757 |
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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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