Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517999.6481 | 541546.396 | -23546.7479 | -10847.3529 | 820567.8615 | -831415.2143 |
Total P&L (%) | 517.9996 | 541.5464 | -23.5467 | -10.8474 | 820.5679 | -831.4152 |
Avg Daily Profit (%) | 0.224 | 0.2342 | -0.0102 | -0.005 | 0.096 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268480 | -176562 | -180400 | -2799345 | -1384506 | -1744429 |
Profit Factor | 1.37 | 1.7673 | 0.9661 | 0.998 | 1.3224 | 0.7114 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Profitability (%) | 45.3202 | 45.098 | 45.5446 | 45.3202 | 45.098 | 45.5446 |
Ratio Avg Win / Avg Loss | 1.6529 | 2.1515 | 1.1551 | 1.2041 | 1.6099 | 0.8506 |
Largest Winning Trade | 134851 | 134851 | 82236 | 579823 | 579823 | 417582 |
Largest Losing Trade | -56825 | -43380 | -56825 | -690281 | -574220 | -690281 |
Avg Bars in Trades | 33 | 28 | 37 | 33 | 28 | 37 |
Avg Bars in Winners | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Losers | 29 | 24 | 35 | 29 | 24 | 35 |
Bars Traded | 6715 | 2954 | 3761 | 6715 | 2954 | 3761 |
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 | 327900 | 351719 | -581128 | -579868 | -64927 | -582795 |
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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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