Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841567.9789 | 706454.7477 | 135113.2311 | 162497.253 | -499492.0952 | 661989.3482 |
Total P&L (%) | 841.568 | 706.4547 | 135.1132 | 162.4973 | -499.4921 | 661.9893 |
Avg Daily Profit (%) | 0.5682 | 0.477 | 0.0912 | 0.0652 | 0 | 0.1372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166968 | -168294 | -63434 | -1758000 | -1858723 | -734473 |
Profit Factor | 1.6609 | 1.8433 | 1.3102 | 1.0155 | 0.9273 | 1.1816 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 143 | 65 | 78 | 143 | 65 | 78 |
Losing Trades | 222 | 117 | 105 | 222 | 117 | 105 |
Profitability (%) | 39.1781 | 35.7143 | 42.623 | 39.1781 | 35.7143 | 42.623 |
Ratio Avg Win / Avg Loss | 2.5785 | 3.3179 | 1.7637 | 1.5764 | 1.6691 | 1.5907 |
Largest Winning Trade | 667683 | 667683 | 30719 | 838879 | 838879 | 335853 |
Largest Losing Trade | -38246 | -38246 | -33879 | -389818 | -389818 | -284953 |
Avg Bars in Trades | 47 | 71 | 24 | 47 | 71 | 24 |
Avg Bars in Winners | 61 | 89 | 37 | 61 | 89 | 37 |
Avg Bars in Losers | 39 | 60 | 15 | 39 | 60 | 15 |
Bars Traded | 17417 | 12941 | 4476 | 17417 | 12941 | 4476 |
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 | 433086 | 314809 | -72109 | -310615 | -583158 | -31266 |
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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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