Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522382.2355 | 380023.2217 | 142359.0138 | 689898.1698 | 933737.8499 | -243839.6801 |
Total P&L (%) | 522.3822 | 380.0232 | 142.359 | 689.8982 | 933.7379 | -243.8397 |
Avg Daily Profit (%) | 0.2088 | 0.1519 | 0.0569 | 0.0826 | 0.0934 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106607 | -76738 | -158802 | -1212958 | -673548 | -1580301 |
Profit Factor | 1.5697 | 1.8052 | 1.32 | 1.1167 | 1.3319 | 0.9213 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Losing Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Profitability (%) | 54.9488 | 54.7945 | 55.102 | 54.9488 | 54.7945 | 55.102 |
Ratio Avg Win / Avg Loss | 1.287 | 1.4893 | 1.0755 | 0.9156 | 1.0989 | 0.7507 |
Largest Winning Trade | 99160 | 99160 | 41336 | 353834 | 246899 | 353834 |
Largest Losing Trade | -62373 | -53752 | -62373 | -586047 | -539051 | -586047 |
Avg Bars in Trades | 50 | 50 | 49 | 50 | 50 | 49 |
Avg Bars in Winners | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Losers | 57 | 60 | 54 | 57 | 60 | 54 |
Bars Traded | 14719 | 7389 | 7329 | 14719 | 7389 | 7329 |
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 | 432688 | 359170 | -116239 | -173815 | -67123 | -580281 |
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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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