Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689549.9228 | 631260.6928 | 58289.23 | 105251.2466 | 162528.6199 | -57277.3733 |
Total P&L (%) | 689.5499 | 631.2607 | 58.2892 | 105.2512 | 162.5286 | -57.2774 |
Avg Daily Profit (%) | 0.3713 | 0.3399 | 0.0314 | 0.0387 | 0.052 | -0.0458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133288 | -86001 | -94077 | -796959 | -650351 | -457508 |
Profit Factor | 1.7812 | 2.4747 | 1.1282 | 1.0223 | 1.0726 | 0.9769 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 110 | 50 | 60 | 110 | 50 | 60 |
Losing Trades | 179 | 95 | 84 | 179 | 95 | 84 |
Profitability (%) | 38.0623 | 34.4828 | 41.6667 | 38.0623 | 34.4828 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.8986 | 4.702 | 1.5795 | 1.6636 | 2.0379 | 1.3677 |
Largest Winning Trade | 632488 | 632488 | 66715 | 746592 | 746592 | 269135 |
Largest Losing Trade | -47707 | -21036 | -47707 | -340656 | -157524 | -340656 |
Avg Bars in Trades | 74 | 60 | 88 | 74 | 60 | 88 |
Avg Bars in Winners | 138 | 118 | 155 | 138 | 118 | 155 |
Avg Bars in Losers | 34 | 29 | 40 | 34 | 29 | 40 |
Bars Traded | 21487 | 8705 | 12782 | 21487 | 8705 | 12782 |
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 | 350952 | 278820 | -233526 | -339200 | -269282 | -582524 |
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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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