Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626744.4463 | 545405.4641 | 81338.9821 | 52579.7633 | 501918.348 | -449338.5847 |
Total P&L (%) | 626.7444 | 545.4055 | 81.339 | 52.5798 | 501.9183 | -449.3386 |
Avg Daily Profit (%) | 0.3908 | 0.34 | 0.0507 | 0.0263 | 0.112 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216719 | -140424 | -151595 | -1802231 | -970261 | -1291560 |
Profit Factor | 1.6051 | 2.0282 | 1.161 | 1.0091 | 1.1766 | 0.846 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 54.0541 | 48.3871 | 59.7826 | 54.0541 | 48.3871 | 59.7826 |
Ratio Avg Win / Avg Loss | 1.3643 | 2.1634 | 0.781 | 0.8578 | 1.255 | 0.5691 |
Largest Winning Trade | 352981 | 352981 | 57199 | 556697 | 556697 | 243293 |
Largest Losing Trade | -74464 | -39365 | -74464 | -849600 | -480175 | -849600 |
Avg Bars in Trades | 101 | 90 | 113 | 101 | 90 | 113 |
Avg Bars in Winners | 104 | 105 | 104 | 104 | 105 | 104 |
Avg Bars in Losers | 97 | 76 | 126 | 97 | 76 | 126 |
Bars Traded | 18806 | 8409 | 10397 | 18806 | 8409 | 10397 |
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 | 471221 | 437625 | -169355 | -369498 | -70339 | -579818 |
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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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