Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502221.0659 | 363874.1872 | 138346.8788 | 322168.8345 | 778571.7795 | -456402.945 |
Total P&L (%) | 502.2211 | 363.8742 | 138.3469 | 322.1688 | 778.5718 | -456.4029 |
Avg Daily Profit (%) | 0.2641 | 0.1914 | 0.0728 | 0.0758 | 0.1144 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130007 | -128179 | -223487 | -774156 | -442146 | -1191060 |
Profit Factor | 1.2994 | 1.4492 | 1.1595 | 1.0574 | 1.2925 | 0.8451 |
Total Trades | 518 | 259 | 259 | 518 | 259 | 259 |
Winning Trades | 251 | 129 | 122 | 251 | 129 | 122 |
Losing Trades | 267 | 130 | 137 | 267 | 130 | 137 |
Profitability (%) | 48.4556 | 49.807 | 47.1042 | 48.4556 | 49.807 | 47.1042 |
Ratio Avg Win / Avg Loss | 1.3822 | 1.4604 | 1.302 | 1.1249 | 1.3025 | 0.949 |
Largest Winning Trade | 73267 | 73267 | 52701 | 363135 | 363135 | 173475 |
Largest Losing Trade | -63854 | -35700 | -63854 | -258255 | -220051 | -258255 |
Avg Bars in Trades | 21 | 17 | 25 | 21 | 17 | 25 |
Avg Bars in Winners | 23 | 18 | 29 | 23 | 18 | 29 |
Avg Bars in Losers | 19 | 16 | 21 | 19 | 16 | 21 |
Bars Traded | 11217 | 4614 | 6603 | 11217 | 4614 | 6603 |
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 | 397799 | 343621 | -140928 | -246723 | -38869 | -580826 |
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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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