Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382445.0192 | 341488.7863 | 40956.2329 | 70105.1498 | 881335.9801 | -811230.8303 |
Total P&L (%) | 382.445 | 341.4888 | 40.9562 | 70.1052 | 881.336 | -811.2308 |
Avg Daily Profit (%) | 0.153 | 0.1366 | 0.0164 | 0.0213 | 0.0914 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260049 | -200555 | -160692 | -1242334 | -566287 | -1241929 |
Profit Factor | 1.3808 | 1.7316 | 1.0762 | 1.0181 | 1.6866 | 0.687 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 124 | 56 | 68 | 124 | 56 | 68 |
Losing Trades | 127 | 70 | 57 | 127 | 70 | 57 |
Profitability (%) | 49.4024 | 44.4444 | 54.4 | 49.4024 | 44.4444 | 54.4 |
Ratio Avg Win / Avg Loss | 1.4142 | 2.1645 | 0.9021 | 1.0427 | 2.1083 | 0.5759 |
Largest Winning Trade | 191515 | 191515 | 55292 | 482423 | 482423 | 308400 |
Largest Losing Trade | -53579 | -16896 | -53579 | -640019 | -128703 | -640019 |
Avg Bars in Trades | 58 | 50 | 67 | 58 | 50 | 67 |
Avg Bars in Winners | 80 | 74 | 85 | 80 | 74 | 85 |
Avg Bars in Losers | 37 | 30 | 46 | 37 | 30 | 46 |
Bars Traded | 14797 | 6346 | 8451 | 14797 | 6346 | 8451 |
Profit Streak | 0 | 0 | 14.8875 | 0 | 0 | 14.8875 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319603 | -9716 | -310551 | -364008 | -69678 | -579842 |
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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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