Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650142.7187 | 574368.2808 | 75774.438 | 505074.6776 | 520624.8391 | -15550.1615 |
Total P&L (%) | 650.1427 | 574.3683 | 75.7744 | 505.0747 | 520.6248 | -15.5502 |
Avg Daily Profit (%) | 0.2601 | 0.2298 | 0.0303 | 0.0721 | 0.0731 | -0.0068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125317 | -88843 | -108941 | -1321933 | -813165 | -623666 |
Profit Factor | 1.6375 | 2.2876 | 1.1321 | 1.0888 | 1.186 | 0.9946 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 52.3256 | 52.3256 | 52.3256 | 52.3256 | 52.3256 | 52.3256 |
Ratio Avg Win / Avg Loss | 1.492 | 2.0843 | 1.0314 | 0.992 | 1.0806 | 0.9062 |
Largest Winning Trade | 149500 | 149500 | 62005 | 429445 | 408166 | 429445 |
Largest Losing Trade | -55743 | -30673 | -55743 | -438017 | -363020 | -438017 |
Avg Bars in Trades | 85 | 60 | 109 | 85 | 60 | 109 |
Avg Bars in Winners | 92 | 64 | 121 | 92 | 64 | 121 |
Avg Bars in Losers | 77 | 56 | 97 | 77 | 56 | 97 |
Bars Traded | 14678 | 5227 | 9452 | 14678 | 5227 | 9452 |
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 | 422776 | 454511 | -227649 | -219672 | -110873 | -580800 |
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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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