Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632544.9961 | 590423.4832 | 42121.5129 | 107934.6058 | 824400.2515 | -716465.6457 |
Total P&L (%) | 632.545 | 590.4235 | 42.1215 | 107.9346 | 824.4003 | -716.4656 |
Avg Daily Profit (%) | 0.2625 | 0.245 | 0.0175 | 0.0304 | 0.0923 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157730 | -121804 | -160028 | -925344 | -405079 | -990071 |
Profit Factor | 1.5197 | 1.9507 | 1.0707 | 1.0323 | 1.6183 | 0.6431 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 52.3148 | 51.8519 | 52.7778 | 52.3148 | 51.8519 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.3852 | 1.8113 | 0.958 | 0.941 | 1.5027 | 0.5754 |
Largest Winning Trade | 287169 | 287169 | 59860 | 358314 | 358314 | 119308 |
Largest Losing Trade | -50433 | -37581 | -50433 | -310052 | -125145 | -310052 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 23 | 27 | 20 | 23 | 27 | 20 |
Avg Bars in Losers | 18 | 22 | 15 | 18 | 22 | 15 |
Bars Traded | 4636 | 2660 | 1976 | 4636 | 2660 | 1976 |
Profit Streak | 0 | 56.305 | 0 | 0 | 56.305 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421426 | 500464 | -315638 | -337248 | -64452 | -580406 |
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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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