Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515767.4652 | 457019.1294 | 58748.3358 | 140921.8185 | 333711.2591 | -192789.4406 |
Total P&L (%) | 515.7675 | 457.0191 | 58.7483 | 140.9218 | 333.7113 | -192.7894 |
Avg Daily Profit (%) | 0.2894 | 0.2565 | 0.033 | 0.0494 | 0.0824 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159167 | -124419 | -80988 | -1649436 | -1126105 | -855966 |
Profit Factor | 1.412 | 1.6571 | 1.1056 | 1.0181 | 1.0746 | 0.9415 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 125 | 58 | 67 | 125 | 58 | 67 |
Losing Trades | 189 | 99 | 90 | 189 | 99 | 90 |
Profitability (%) | 39.8089 | 36.9427 | 42.6752 | 39.8089 | 36.9427 | 42.6752 |
Ratio Avg Win / Avg Loss | 2.135 | 2.8285 | 1.4852 | 1.5394 | 1.8341 | 1.2647 |
Largest Winning Trade | 286291 | 286291 | 48512 | 670995 | 670995 | 301353 |
Largest Losing Trade | -28787 | -26488 | -28787 | -244698 | -244698 | -215842 |
Avg Bars in Trades | 67 | 92 | 41 | 67 | 92 | 41 |
Avg Bars in Winners | 97 | 156 | 45 | 97 | 156 | 45 |
Avg Bars in Losers | 47 | 55 | 38 | 47 | 55 | 38 |
Bars Traded | 21145 | 14594 | 6551 | 21145 | 14594 | 6551 |
Profit Streak | 0 | 40.8977 | 0 | 0 | 40.8977 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300980 | 251296 | -256531 | -328791 | -224652 | -581692 |
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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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