Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595975.3128 | 528274.0405 | 67701.2724 | 34007.2551 | 211985.4494 | -177978.1943 |
Total P&L (%) | 595.9753 | 528.274 | 67.7013 | 34.0073 | 211.9854 | -177.9782 |
Avg Daily Profit (%) | 0.3015 | 0.2672 | 0.0342 | 0.0148 | 0.0576 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102138 | -138472 | -214584 | -158058 | -128135 | -376476 |
Profit Factor | 1.5046 | 1.9565 | 1.1077 | 1.0267 | 1.3914 | 0.7566 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 55.4585 | 55.6522 | 55.2632 | 55.4585 | 55.6522 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.2084 | 1.5591 | 0.8967 | 0.8246 | 1.1088 | 0.6125 |
Largest Winning Trade | 186993 | 186993 | 62461 | 85911 | 85911 | 41975 |
Largest Losing Trade | -76794 | -52206 | -76794 | -136251 | -78149 | -136251 |
Avg Bars in Trades | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Winners | 35 | 30 | 40 | 35 | 30 | 40 |
Avg Bars in Losers | 30 | 35 | 26 | 30 | 35 | 26 |
Bars Traded | 7643 | 3748 | 3895 | 7643 | 3748 | 3895 |
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 | 437241 | 461266 | -250602 | -366715 | -114912 | -580346 |
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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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