Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591470.701 | 518820.6991 | 72650.0019 | 208927.7631 | 318980.7617 | -110052.9985 |
Total P&L (%) | 591.4707 | 518.8207 | 72.65 | 208.9278 | 318.9808 | -110.053 |
Avg Daily Profit (%) | 0.2456 | 0.2154 | 0.0302 | 0.0468 | 0.0595 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154292 | -85557 | -159542 | -603329 | -373737 | -645694 |
Profit Factor | 1.8406 | 2.3529 | 1.2269 | 1.0952 | 1.2863 | 0.8982 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 41.7582 | 36.9565 | 46.6667 | 41.7582 | 36.9565 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.5672 | 4.0138 | 1.4022 | 1.5275 | 2.1944 | 1.0265 |
Largest Winning Trade | 255247 | 255247 | 63541 | 351426 | 351426 | 144291 |
Largest Losing Trade | -59629 | -44596 | -59629 | -447355 | -118248 | -447355 |
Avg Bars in Trades | 156 | 144 | 169 | 156 | 144 | 169 |
Avg Bars in Winners | 236 | 218 | 250 | 236 | 218 | 250 |
Avg Bars in Losers | 100 | 101 | 99 | 100 | 101 | 99 |
Bars Traded | 14281 | 6639 | 7642 | 14281 | 6639 | 7642 |
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 | 322472 | 275467 | -154180 | -248004 | -117359 | -580341 |
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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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