Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539204.3911 | 526793.9188 | 12410.4723 | -46538.8996 | 126081.5008 | -172620.4004 |
Total P&L (%) | 539.2044 | 526.7939 | 12.4105 | -46.5389 | 126.0815 | -172.6204 |
Avg Daily Profit (%) | 0.292 | 0.2853 | 0.0067 | -0.0339 | 0.0442 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148760 | -176557 | -122550 | -560014 | -349238 | -305587 |
Profit Factor | 1.5923 | 2.1093 | 1.0285 | 0.9698 | 1.156 | 0.7652 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 98 | 55 | 43 | 98 | 55 | 43 |
Profitability (%) | 42.6901 | 36.0465 | 49.4118 | 42.6901 | 36.0465 | 49.4118 |
Ratio Avg Win / Avg Loss | 2.1376 | 3.7424 | 1.053 | 1.302 | 2.051 | 0.7834 |
Largest Winning Trade | 563768 | 563768 | 68167 | 413006 | 413006 | 88745 |
Largest Losing Trade | -41234 | -32662 | -41234 | -184338 | -184338 | -156707 |
Avg Bars in Trades | 42 | 32 | 53 | 42 | 32 | 53 |
Avg Bars in Winners | 64 | 56 | 70 | 64 | 56 | 70 |
Avg Bars in Losers | 27 | 19 | 37 | 27 | 19 | 37 |
Bars Traded | 7328 | 2781 | 4547 | 7328 | 2781 | 4547 |
Profit Streak | 0 | 0 | 17.2482 | 0 | 0 | 17.2482 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354906 | 252990 | -463794 | -581058 | -187454 | -580764 |
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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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