Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324877.2243 | 204789.9415 | 120087.2828 | 69827.873 | -352086.1901 | 421914.0631 |
Total P&L (%) | 324.8772 | 204.7899 | 120.0873 | 69.8279 | -352.0862 | 421.9141 |
Avg Daily Profit (%) | 0.1712 | 0.1079 | 0.0633 | 0.0279 | 0 | 0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189044 | -190486 | -46839 | -1861616 | -1905900 | -224861 |
Profit Factor | 1.4254 | 1.3363 | 1.7757 | 1.0157 | 0.9086 | 1.705 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 72.7811 | 72.619 | 72.9412 | 72.7811 | 72.619 | 72.9412 |
Ratio Avg Win / Avg Loss | 0.5331 | 0.5039 | 0.6587 | 0.3799 | 0.3426 | 0.6325 |
Largest Winning Trade | 50678 | 50678 | 16348 | 316405 | 316405 | 85555 |
Largest Losing Trade | -65259 | -65259 | -46839 | -1175244 | -1175244 | -155364 |
Avg Bars in Trades | 62 | 120 | 5 | 62 | 120 | 5 |
Avg Bars in Winners | 26 | 49 | 3 | 26 | 49 | 3 |
Avg Bars in Losers | 159 | 308 | 10 | 159 | 308 | 10 |
Bars Traded | 10630 | 10133 | 496 | 10630 | 10133 | 496 |
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 | 374284 | -47385 | -104631 | -356694 | -577897 | -72994 |
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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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