Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890207.6038 | 985996.4869 | -95788.883 | -92578.8117 | 557235.7059 | -649814.5177 |
Total P&L (%) | 890.2076 | 985.9965 | -95.7889 | -92.5788 | 557.2357 | -649.8145 |
Avg Daily Profit (%) | 0.3857 | 0.4272 | -0.0415 | -0.1126 | 0.0816 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -329066 | -276464 | -141145 | -1627394 | -929418 | -701368 |
Profit Factor | 1.5402 | 1.771 | 0.7405 | 0.9718 | 1.2389 | 0.3133 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 122 | 54 | 68 | 122 | 54 | 68 |
Losing Trades | 213 | 113 | 100 | 213 | 113 | 100 |
Profitability (%) | 36.4179 | 32.3353 | 40.4762 | 36.4179 | 32.3353 | 40.4762 |
Ratio Avg Win / Avg Loss | 2.689 | 3.7059 | 1.089 | 1.6966 | 2.5925 | 0.4607 |
Largest Winning Trade | 667921 | 667921 | 27261 | 1421135 | 1421135 | 99463 |
Largest Losing Trade | -66833 | -66833 | -32954 | -439728 | -439728 | -195551 |
Avg Bars in Trades | 13 | 26 | 1 | 13 | 26 | 1 |
Avg Bars in Winners | 18 | 40 | 1 | 18 | 40 | 1 |
Avg Bars in Losers | 10 | 19 | 1 | 10 | 19 | 1 |
Bars Traded | 4561 | 4356 | 205 | 4561 | 4356 | 205 |
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 | 325263 | 254354 | -582212 | -581252 | -89021 | -583879 |
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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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