Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596080.3439 | 510657.8535 | 85422.4904 | -31651.4677 | 108545.6955 | -140197.1631 |
Total P&L (%) | 596.0803 | 510.6579 | 85.4225 | -31.6515 | 108.5457 | -140.1972 |
Avg Daily Profit (%) | 0.3081 | 0.2639 | 0.0441 | -0.0197 | 0.038 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189015 | -124871 | -166015 | -206067 | -106018 | -239853 |
Profit Factor | 1.4286 | 1.7595 | 1.1189 | 0.9664 | 1.2639 | 0.7364 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 152 | 66 | 86 | 152 | 66 | 86 |
Losing Trades | 141 | 81 | 60 | 141 | 81 | 60 |
Profitability (%) | 51.8771 | 44.898 | 58.9041 | 51.8771 | 44.898 | 58.9041 |
Ratio Avg Win / Avg Loss | 1.3252 | 2.1593 | 0.7806 | 0.8965 | 1.5511 | 0.5138 |
Largest Winning Trade | 137526 | 137526 | 42327 | 51762 | 51762 | 37153 |
Largest Losing Trade | -95664 | -32263 | -95664 | -195950 | -37615 | -195950 |
Avg Bars in Trades | 78 | 62 | 93 | 78 | 62 | 93 |
Avg Bars in Winners | 89 | 64 | 108 | 89 | 64 | 108 |
Avg Bars in Losers | 65 | 61 | 71 | 65 | 61 | 71 |
Bars Traded | 22857 | 9246 | 13610 | 22857 | 9246 | 13610 |
Profit Streak | 0 | 0 | 27.1849 | 0 | 0 | 27.1849 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417837 | 351752 | -223826 | -579002 | -143326 | -579250 |
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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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