Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638466.0418 | 593001.4817 | 45464.56 | 311839.6464 | 617178.0377 | -305338.3913 |
Total P&L (%) | 638.466 | 593.0015 | 45.4646 | 311.8396 | 617.178 | -305.3384 |
Avg Daily Profit (%) | 0.3394 | 0.3152 | 0.0242 | 0.0753 | 0.1048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82372 | -74427 | -96232 | -486186 | -228499 | -647222 |
Profit Factor | 1.7166 | 2.3402 | 1.1014 | 1.1293 | 1.5824 | 0.7743 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 38.7324 | 35.2113 | 42.2535 | 38.7324 | 35.2113 | 42.2535 |
Ratio Avg Win / Avg Loss | 2.7153 | 4.3059 | 1.5052 | 1.7863 | 2.9116 | 1.0582 |
Largest Winning Trade | 319496 | 319496 | 47446 | 615488 | 615488 | 200520 |
Largest Losing Trade | -48255 | -29795 | -48255 | -218132 | -117119 | -218132 |
Avg Bars in Trades | 152 | 139 | 164 | 152 | 139 | 164 |
Avg Bars in Winners | 270 | 273 | 269 | 270 | 273 | 269 |
Avg Bars in Losers | 76 | 66 | 88 | 76 | 66 | 88 |
Bars Traded | 21596 | 9900 | 11696 | 21596 | 9900 | 11696 |
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 | 305150 | -79230 | -360195 | -173681 | -142470 | -669081 |
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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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