Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542950.515 | 530395.9529 | 12554.5621 | -36561.2554 | -199420.0198 | 162858.7644 |
Total P&L (%) | 542.9505 | 530.396 | 12.5546 | -36.5613 | -199.42 | 162.8588 |
Avg Daily Profit (%) | 0.2607 | 0.2547 | 0.006 | -0.0219 | 0 | 0.0464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200800 | -213885 | -9921 | -1558910 | -1713762 | -90630 |
Profit Factor | 1.87 | 1.9079 | 1.3148 | 0.9892 | 0.9381 | 1.9811 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 44.7619 | 40.3846 | 49.0566 | 44.7619 | 40.3846 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.3077 | 2.8165 | 1.3654 | 1.2207 | 1.3848 | 2.0573 |
Largest Winning Trade | 487754 | 487754 | 7201 | 1311143 | 1311143 | 97013 |
Largest Losing Trade | -53973 | -53973 | -5762 | -641578 | -641578 | -35682 |
Avg Bars in Trades | 233 | 464 | 5 | 233 | 464 | 5 |
Avg Bars in Winners | 262 | 575 | 9 | 262 | 575 | 9 |
Avg Bars in Losers | 209 | 389 | 2 | 209 | 389 | 2 |
Bars Traded | 24492 | 24177 | 315 | 24492 | 24177 | 315 |
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 | 372542 | -171666 | -451040 | -580869 | -762905 | -307295 |
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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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