Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542684.5759 | 485268.0779 | 57416.498 | 347908.8676 | 628135.5774 | -280226.7098 |
Total P&L (%) | 542.6846 | 485.2681 | 57.4165 | 347.9089 | 628.1356 | -280.2267 |
Avg Daily Profit (%) | 0.2364 | 0.2114 | 0.025 | 0.0653 | 0.0865 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95794 | -92780 | -80804 | -1054023 | -592810 | -657859 |
Profit Factor | 1.5677 | 2.0174 | 1.1199 | 1.0891 | 1.317 | 0.8544 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Losing Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Profitability (%) | 39.1304 | 38.5827 | 39.6825 | 39.1304 | 38.5827 | 39.6825 |
Ratio Avg Win / Avg Loss | 2.4387 | 3.2114 | 1.7022 | 1.6941 | 2.0964 | 1.2987 |
Largest Winning Trade | 247659 | 247659 | 51348 | 1069919 | 1069919 | 247932 |
Largest Losing Trade | -27510 | -20316 | -27510 | -257337 | -217851 | -257337 |
Avg Bars in Trades | 25 | 17 | 32 | 25 | 17 | 32 |
Avg Bars in Winners | 45 | 29 | 61 | 45 | 29 | 61 |
Avg Bars in Losers | 12 | 9 | 14 | 12 | 9 | 14 |
Bars Traded | 6380 | 2235 | 4145 | 6380 | 2235 | 4145 |
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 | 307968 | 258229 | -252060 | -229745 | -80095 | -583343 |
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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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