Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590260.7791 | 541040.9341 | 49219.845 | 443456.6377 | 870732.3962 | -427275.7584 |
Total P&L (%) | 590.2608 | 541.0409 | 49.2198 | 443.4566 | 870.7324 | -427.2758 |
Avg Daily Profit (%) | 0.2361 | 0.2164 | 0.0197 | 0.0677 | 0.0909 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153546 | -60894 | -156557 | -2274699 | -853628 | -1672052 |
Profit Factor | 1.4951 | 1.9534 | 1.0788 | 1.0585 | 1.2251 | 0.885 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Profitability (%) | 41.7526 | 42.268 | 41.2371 | 41.7526 | 42.268 | 41.2371 |
Ratio Avg Win / Avg Loss | 2.0857 | 2.6681 | 1.5373 | 1.4766 | 1.6733 | 1.2611 |
Largest Winning Trade | 136132 | 136132 | 58744 | 769337 | 769337 | 397225 |
Largest Losing Trade | -39544 | -38007 | -39544 | -290111 | -277706 | -290111 |
Avg Bars in Trades | 50 | 35 | 64 | 50 | 35 | 64 |
Avg Bars in Winners | 82 | 56 | 109 | 82 | 56 | 109 |
Avg Bars in Losers | 26 | 19 | 33 | 26 | 19 | 33 |
Bars Traded | 9700 | 3396 | 6304 | 9700 | 3396 | 6304 |
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 | 307494 | 309087 | -304421 | -260907 | -73704 | -582814 |
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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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