Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526525.779 | 447118.3421 | 79407.4369 | 163086.2416 | 368388.3727 | -205302.1311 |
Total P&L (%) | 526.5258 | 447.1183 | 79.4074 | 163.0862 | 368.3884 | -205.3021 |
Avg Daily Profit (%) | 0.3303 | 0.2805 | 0.0498 | 0.0607 | 0.0969 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127004 | -95477 | -95201 | -435183 | -383302 | -374246 |
Profit Factor | 1.8312 | 2.3167 | 1.2702 | 1.0934 | 1.4164 | 0.7617 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 42.4242 | 42 | 42.8571 | 42.4242 | 42 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.4851 | 3.1993 | 1.6936 | 1.4839 | 1.956 | 1.0156 |
Largest Winning Trade | 251745 | 251745 | 73059 | 421634 | 421634 | 126778 |
Largest Losing Trade | -48537 | -37185 | -48537 | -165551 | -121148 | -165551 |
Avg Bars in Trades | 190 | 152 | 228 | 190 | 152 | 228 |
Avg Bars in Winners | 272 | 209 | 335 | 272 | 209 | 335 |
Avg Bars in Losers | 129 | 111 | 148 | 129 | 111 | 148 |
Bars Traded | 18840 | 7642 | 11198 | 18840 | 7642 | 11198 |
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 | 357964 | -170445 | -128053 | -232337 | -244842 | -581792 |
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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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