Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490499.6631 | 428465.8962 | 62033.7669 | 271293.3865 | 522655.6641 | -251362.2777 |
Total P&L (%) | 490.4997 | 428.4659 | 62.0338 | 271.2934 | 522.6557 | -251.3623 |
Avg Daily Profit (%) | 0.2768 | 0.2418 | 0.035 | 0.074 | 0.1032 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158973 | -95933 | -97344 | -737477 | -302951 | -517459 |
Profit Factor | 1.5712 | 2.3582 | 1.1142 | 1.1009 | 1.5941 | 0.861 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 49.7175 | 50 | 49.4382 | 49.7175 | 50 | 49.4382 |
Ratio Avg Win / Avg Loss | 1.5891 | 2.3582 | 1.1395 | 1.1134 | 1.5941 | 0.8806 |
Largest Winning Trade | 162308 | 162308 | 79372 | 295996 | 245593 | 295996 |
Largest Losing Trade | -71691 | -27729 | -71691 | -314238 | -135311 | -314238 |
Avg Bars in Trades | 29 | 25 | 32 | 29 | 25 | 32 |
Avg Bars in Winners | 40 | 31 | 49 | 40 | 31 | 49 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 5155 | 2268 | 2887 | 5155 | 2268 | 2887 |
Profit Streak | 0 | 55.5519 | 0 | 0 | 55.5519 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440083 | 500139 | -242109 | -202502 | -50319 | -581312 |
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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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