Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582825.8572 | 539881.0005 | 42944.8566 | 109602.8795 | 225175.7387 | -115572.8591 |
Total P&L (%) | 582.8259 | 539.881 | 42.9449 | 109.6029 | 225.1757 | -115.5729 |
Avg Daily Profit (%) | 0.2437 | 0.2258 | 0.018 | 0.031 | 0.0493 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126939 | -104544 | -172849 | -916216 | -973006 | -623272 |
Profit Factor | 1.5469 | 2.1857 | 1.0704 | 1.0183 | 1.0812 | 0.9641 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 40.9938 | 35.8025 | 46.25 | 40.9938 | 35.8025 | 46.25 |
Ratio Avg Win / Avg Loss | 2.2266 | 3.9192 | 1.2439 | 1.4657 | 1.9386 | 1.1204 |
Largest Winning Trade | 172485 | 172485 | 67994 | 597367 | 597367 | 352860 |
Largest Losing Trade | -49824 | -31943 | -49824 | -324126 | -171424 | -324126 |
Avg Bars in Trades | 87 | 59 | 115 | 87 | 59 | 115 |
Avg Bars in Winners | 150 | 108 | 183 | 150 | 108 | 183 |
Avg Bars in Losers | 42 | 31 | 56 | 42 | 31 | 56 |
Bars Traded | 14022 | 4803 | 9219 | 14022 | 4803 | 9219 |
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 | 304416 | -5062 | -334880 | -354601 | -274674 | -600027 |
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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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