Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417426.6516 | 275953.4617 | 141473.19 | 946384.492 | 880171.4967 | 66212.9953 |
Total P&L (%) | 417.4267 | 275.9535 | 141.4732 | 946.3845 | 880.1715 | 66.213 |
Avg Daily Profit (%) | 0.4007 | 0.2649 | 0.1358 | 0.2257 | 0.2194 | 0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75418 | -80310 | -58161 | -1284362 | -1349951 | -765573 |
Profit Factor | 1.5429 | 1.6503 | 1.4107 | 1.1034 | 1.1831 | 1.0152 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 149 | 69 | 80 | 149 | 69 | 80 |
Losing Trades | 105 | 58 | 47 | 105 | 58 | 47 |
Profitability (%) | 58.6614 | 54.3307 | 62.9921 | 58.6614 | 54.3307 | 62.9921 |
Ratio Avg Win / Avg Loss | 1.0873 | 1.3872 | 0.8288 | 0.7776 | 0.9945 | 0.5965 |
Largest Winning Trade | 154501 | 154501 | 27215 | 556432 | 556432 | 331929 |
Largest Losing Trade | -38340 | -23417 | -38340 | -520487 | -370684 | -520487 |
Avg Bars in Trades | 95 | 95 | 96 | 95 | 95 | 96 |
Avg Bars in Winners | 106 | 103 | 108 | 106 | 103 | 108 |
Avg Bars in Losers | 81 | 86 | 74 | 81 | 86 | 74 |
Bars Traded | 24357 | 12156 | 12201 | 24357 | 12156 | 12201 |
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 | 480841 | 379236 | -11160 | -97723 | -12249 | -331965 |
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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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