Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179346.9809 | 131954.6184 | 47392.3625 | 62619.3056 | 595835.9633 | -533216.6577 |
Total P&L (%) | 179.347 | 131.9546 | 47.3924 | 62.6193 | 595.836 | -533.2167 |
Avg Daily Profit (%) | 0.1722 | 0.1267 | 0.0455 | 0.0467 | 0.1864 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159665 | -114086 | -78177 | -1378526 | -923212 | -887172 |
Profit Factor | 1.2351 | 1.334 | 1.1289 | 1.0142 | 1.2815 | 0.7684 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Profitability (%) | 50.6276 | 49.5798 | 51.6667 | 50.6276 | 49.5798 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.2045 | 1.3566 | 1.0561 | 0.989 | 1.3032 | 0.7188 |
Largest Winning Trade | 67431 | 67431 | 27452 | 356843 | 356843 | 163943 |
Largest Losing Trade | -26460 | -26460 | -23654 | -368378 | -368378 | -259797 |
Avg Bars in Trades | 103 | 91 | 114 | 103 | 91 | 114 |
Avg Bars in Winners | 106 | 73 | 137 | 106 | 73 | 137 |
Avg Bars in Losers | 100 | 109 | 90 | 100 | 109 | 90 |
Bars Traded | 24658 | 10876 | 13782 | 24658 | 10876 | 13782 |
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 | 302493 | -24015 | -212460 | -336318 | 269664 | -580797 |
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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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