Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525508.2009 | 504757.1733 | 20751.0276 | 44035.9482 | 153838.2788 | -109802.3306 |
Total P&L (%) | 525.5082 | 504.7572 | 20.751 | 44.0359 | 153.8383 | -109.8023 |
Avg Daily Profit (%) | 0.2757 | 0.2648 | 0.0109 | 0.0191 | 0.0489 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160541 | -131652 | -119254 | -586716 | -456350 | -343630 |
Profit Factor | 1.5199 | 2.0177 | 1.0403 | 1.0164 | 1.1158 | 0.9188 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 42.7778 | 38.8889 | 46.6667 | 42.7778 | 38.8889 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.0331 | 3.1707 | 1.1889 | 1.3596 | 1.7534 | 1.0501 |
Largest Winning Trade | 341468 | 341468 | 37492 | 269574 | 269574 | 127012 |
Largest Losing Trade | -40216 | -30378 | -40216 | -169892 | -125397 | -169892 |
Avg Bars in Trades | 125 | 116 | 133 | 125 | 116 | 133 |
Avg Bars in Winners | 191 | 174 | 206 | 191 | 174 | 206 |
Avg Bars in Losers | 75 | 79 | 70 | 75 | 79 | 70 |
Bars Traded | 22503 | 10461 | 12042 | 22503 | 10461 | 12042 |
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 | 336874 | 280493 | -362478 | -373469 | -224298 | -580721 |
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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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