Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560631.703 | 494918.6239 | 65713.0792 | 119099.1664 | 386427.2143 | -267328.0479 |
Total P&L (%) | 560.6317 | 494.9186 | 65.7131 | 119.0992 | 386.4272 | -267.328 |
Avg Daily Profit (%) | 0.2442 | 0.2156 | 0.0286 | 0.0342 | 0.0689 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152199 | -119047 | -122255 | -729213 | -626680 | -429909 |
Profit Factor | 1.6279 | 1.9963 | 1.1659 | 1.0395 | 1.2197 | 0.7876 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 45.5285 | 46.7742 | 44.2623 | 45.5285 | 46.7742 | 44.2623 |
Ratio Avg Win / Avg Loss | 1.9477 | 2.2717 | 1.4682 | 1.2437 | 1.3879 | 0.9917 |
Largest Winning Trade | 294998 | 294998 | 58936 | 649505 | 649505 | 102501 |
Largest Losing Trade | -44220 | -44220 | -35014 | -338816 | -338816 | -184544 |
Avg Bars in Trades | 70 | 56 | 85 | 70 | 56 | 85 |
Avg Bars in Winners | 84 | 50 | 120 | 84 | 50 | 120 |
Avg Bars in Losers | 59 | 61 | 58 | 59 | 61 | 58 |
Bars Traded | 8725 | 3481 | 5244 | 8725 | 3481 | 5244 |
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 | 363072 | -143887 | -356854 | -325762 | -256730 | -744689 |
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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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