Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686928.8417 | 590657.8015 | 96271.0402 | 452416.5586 | 934585.1457 | -482168.5871 |
Total P&L (%) | 686.9288 | 590.6578 | 96.271 | 452.4166 | 934.5851 | -482.1686 |
Avg Daily Profit (%) | 0.285 | 0.245 | 0.0399 | 0.0709 | 0.097 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106639 | -110762 | -108925 | -1470604 | -1524262 | -1198289 |
Profit Factor | 1.6407 | 2.0279 | 1.1935 | 1.0549 | 1.2138 | 0.8755 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Profitability (%) | 49.569 | 49.1379 | 50 | 49.569 | 49.1379 | 50 |
Ratio Avg Win / Avg Loss | 1.6693 | 2.099 | 1.1935 | 1.0732 | 1.2564 | 0.8755 |
Largest Winning Trade | 347491 | 347491 | 61805 | 712024 | 647367 | 712024 |
Largest Losing Trade | -44767 | -28671 | -44767 | -612660 | -438774 | -612660 |
Avg Bars in Trades | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Winners | 41 | 29 | 53 | 41 | 29 | 53 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 7066 | 2797 | 4269 | 7066 | 2797 | 4269 |
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 | 465019 | 431035 | -147447 | -257357 | -63837 | -581023 |
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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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