Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758881.6452 | 571003.864 | 187877.7812 | 161282.9177 | 632530.9433 | -471248.0256 |
Total P&L (%) | 758.8816 | 571.0039 | 187.8778 | 161.2829 | 632.5309 | -471.248 |
Avg Daily Profit (%) | 0.3839 | 0.2889 | 0.095 | 0.0486 | 0.1008 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139500 | -115451 | -182577 | -1157935 | -230584 | -1021371 |
Profit Factor | 1.6447 | 2.1692 | 1.2728 | 1.0467 | 1.6063 | 0.8043 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 164 | 78 | 86 | 164 | 78 | 86 |
Losing Trades | 141 | 75 | 66 | 141 | 75 | 66 |
Profitability (%) | 53.7705 | 50.9804 | 56.5789 | 53.7705 | 50.9804 | 56.5789 |
Ratio Avg Win / Avg Loss | 1.414 | 2.0858 | 0.9768 | 0.8999 | 1.5446 | 0.6173 |
Largest Winning Trade | 150023 | 150023 | 56869 | 299940 | 164104 | 299940 |
Largest Losing Trade | -97404 | -43173 | -97404 | -716883 | -153951 | -716883 |
Avg Bars in Trades | 25 | 15 | 35 | 25 | 15 | 35 |
Avg Bars in Winners | 29 | 17 | 39 | 29 | 17 | 39 |
Avg Bars in Losers | 21 | 13 | 29 | 21 | 13 | 29 |
Bars Traded | 7750 | 2396 | 5355 | 7750 | 2396 | 5355 |
Profit Streak | 0 | 0 | 494.4459 | 0 | 0 | 494.4459 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503086 | 488705 | -65776 | -296439 | -54312 | -578723 |
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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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