Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497039.3499 | 424721.0454 | 72318.3046 | 295724.4889 | 315903.167 | -20178.6782 |
Total P&L (%) | 497.0394 | 424.721 | 72.3183 | 295.7245 | 315.9032 | -20.1787 |
Avg Daily Profit (%) | 0.1989 | 0.1699 | 0.0289 | 0.0551 | 0.057 | -0.009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152179 | -128410 | -112837 | -668672 | -541402 | -410430 |
Profit Factor | 1.5497 | 2.0256 | 1.1475 | 1.1067 | 1.2457 | 0.9864 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 44.8052 | 40.2597 | 49.3506 | 44.8052 | 40.2597 | 49.3506 |
Ratio Avg Win / Avg Loss | 1.909 | 3.0057 | 1.1777 | 1.3633 | 1.8484 | 1.0124 |
Largest Winning Trade | 219607 | 219607 | 53201 | 270020 | 241582 | 270020 |
Largest Losing Trade | -41026 | -18652 | -41026 | -142443 | -120586 | -142443 |
Avg Bars in Trades | 96 | 90 | 102 | 96 | 90 | 102 |
Avg Bars in Winners | 143 | 133 | 151 | 143 | 133 | 151 |
Avg Bars in Losers | 58 | 61 | 54 | 58 | 61 | 54 |
Bars Traded | 14871 | 6976 | 7895 | 14871 | 6976 | 7895 |
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 | 328282 | -34532 | -254666 | -223803 | -161628 | -621321 |
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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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