Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699711.8959 | 600985.5009 | 98726.395 | 238884.3467 | 295565.6217 | -56681.275 |
Total P&L (%) | 699.7119 | 600.9855 | 98.7264 | 238.8843 | 295.5656 | -56.6813 |
Avg Daily Profit (%) | 0.439 | 0.377 | 0.0619 | 0.0766 | 0.0863 | -0.0525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108403 | -102811 | -108763 | -529618 | -390717 | -539565 |
Profit Factor | 1.6458 | 1.9874 | 1.2079 | 1.0677 | 1.1575 | 0.9657 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 160 | 70 | 90 | 160 | 70 | 90 |
Losing Trades | 178 | 99 | 79 | 178 | 99 | 79 |
Profitability (%) | 47.3373 | 41.4201 | 53.2544 | 47.3373 | 41.4201 | 53.2544 |
Ratio Avg Win / Avg Loss | 1.831 | 2.8108 | 1.0603 | 1.1878 | 1.637 | 0.8477 |
Largest Winning Trade | 431967 | 431967 | 56529 | 443945 | 443945 | 206163 |
Largest Losing Trade | -48170 | -44522 | -48170 | -276099 | -132265 | -276099 |
Avg Bars in Trades | 55 | 49 | 62 | 55 | 49 | 62 |
Avg Bars in Winners | 76 | 71 | 80 | 76 | 71 | 80 |
Avg Bars in Losers | 37 | 32 | 42 | 37 | 32 | 42 |
Bars Traded | 18885 | 8283 | 10602 | 18885 | 8283 | 10602 |
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 | 501435 | 371514 | -109952 | -236040 | -126934 | -580026 |
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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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