Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498630.8615 | 440334.5229 | 58296.3386 | 108759.5179 | 396322.1962 | -287562.6784 |
Total P&L (%) | 498.6309 | 440.3345 | 58.2963 | 108.7595 | 396.3222 | -287.5627 |
Avg Daily Profit (%) | 0.269 | 0.2375 | 0.0314 | 0.0397 | 0.0865 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137809 | -129811 | -108783 | -764785 | -738466 | -561953 |
Profit Factor | 1.2844 | 1.5085 | 1.0657 | 1.0162 | 1.1186 | 0.9149 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 185 | 86 | 99 | 185 | 86 | 99 |
Losing Trades | 195 | 104 | 91 | 195 | 104 | 91 |
Profitability (%) | 48.6842 | 45.2632 | 52.1053 | 48.6842 | 45.2632 | 52.1053 |
Ratio Avg Win / Avg Loss | 1.3538 | 1.8242 | 0.9796 | 1.0711 | 1.3528 | 0.8409 |
Largest Winning Trade | 141805 | 141805 | 50245 | 290560 | 290560 | 161838 |
Largest Losing Trade | -34348 | -25597 | -34348 | -251108 | -171257 | -251108 |
Avg Bars in Trades | 57 | 67 | 47 | 57 | 67 | 47 |
Avg Bars in Winners | 69 | 78 | 61 | 69 | 78 | 61 |
Avg Bars in Losers | 46 | 57 | 32 | 46 | 57 | 32 |
Bars Traded | 21879 | 12771 | 9108 | 21879 | 12771 | 9108 |
Profit Streak | 0 | 0 | 54.2272 | 0 | 0 | 54.2272 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348258 | 324283 | -299882 | -341105 | -168960 | -579081 |
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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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