Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523870.7029 | 359952.6634 | 163918.0395 | 64180.6845 | 287570.4339 | -223389.7494 |
Total P&L (%) | 523.8707 | 359.9527 | 163.918 | 64.1807 | 287.5704 | -223.3897 |
Avg Daily Profit (%) | 0.2874 | 0.1975 | 0.0899 | 0.0272 | 0.0743 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147436 | -124599 | -69758 | -890255 | -487389 | -606617 |
Profit Factor | 1.5618 | 1.7808 | 1.3476 | 1.0201 | 1.2097 | 0.8769 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 98 | 40 | 58 | 98 | 40 | 58 |
Losing Trades | 99 | 58 | 41 | 99 | 58 | 41 |
Profitability (%) | 49.7462 | 40.8163 | 58.5859 | 49.7462 | 40.8163 | 58.5859 |
Ratio Avg Win / Avg Loss | 1.5777 | 2.5822 | 0.9526 | 1.0306 | 1.7541 | 0.6199 |
Largest Winning Trade | 340279 | 340279 | 58843 | 411279 | 411279 | 160771 |
Largest Losing Trade | -69758 | -34447 | -69758 | -506737 | -140241 | -506737 |
Avg Bars in Trades | 109 | 98 | 121 | 109 | 98 | 121 |
Avg Bars in Winners | 134 | 122 | 142 | 134 | 122 | 142 |
Avg Bars in Losers | 85 | 81 | 90 | 85 | 81 | 90 |
Bars Traded | 21624 | 9643 | 11981 | 21624 | 9643 | 11981 |
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 | 450434 | 256045 | -73380 | -354359 | -96901 | -579955 |
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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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