Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510623.6848 | 418723.6353 | 91900.0495 | 210788.2815 | 526947.8521 | -316159.5707 |
Total P&L (%) | 510.6237 | 418.7236 | 91.9001 | 210.7883 | 526.9479 | -316.1596 |
Avg Daily Profit (%) | 0.2712 | 0.2224 | 0.0488 | 0.0603 | 0.0976 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136818 | -115504 | -93889 | -1209709 | -647579 | -955627 |
Profit Factor | 1.4098 | 1.6942 | 1.1429 | 1.048 | 1.2666 | 0.8689 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 154 | 75 | 79 | 154 | 75 | 79 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 61.1111 | 59.5238 | 62.6984 | 61.1111 | 59.5238 | 62.6984 |
Ratio Avg Win / Avg Loss | 0.8971 | 1.1521 | 0.68 | 0.6669 | 0.8613 | 0.5169 |
Largest Winning Trade | 152584 | 152584 | 51458 | 258841 | 258841 | 172826 |
Largest Losing Trade | -54169 | -39645 | -54169 | -622298 | -246010 | -622298 |
Avg Bars in Trades | 44 | 45 | 42 | 44 | 45 | 42 |
Avg Bars in Winners | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Losers | 49 | 55 | 43 | 49 | 55 | 43 |
Bars Traded | 11123 | 5761 | 5362 | 11123 | 5761 | 5362 |
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 | 377763 | 393357 | -191265 | -279055 | -63080 | -579351 |
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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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