Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571845.9751 | 490716.1421 | 81129.833 | 96055.1073 | 309669.9354 | -213614.8281 |
Total P&L (%) | 571.846 | 490.7161 | 81.1298 | 96.0551 | 309.6699 | -213.6148 |
Avg Daily Profit (%) | 0.3556 | 0.3051 | 0.0504 | 0.0419 | 0.0877 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115885 | -104847 | -101207 | -498241 | -371373 | -469288 |
Profit Factor | 1.5312 | 1.8435 | 1.164 | 1.0333 | 1.2142 | 0.8519 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 158 | 71 | 87 | 158 | 71 | 87 |
Losing Trades | 174 | 95 | 79 | 174 | 95 | 79 |
Profitability (%) | 47.5904 | 42.7711 | 52.4096 | 47.5904 | 42.7711 | 52.4096 |
Ratio Avg Win / Avg Loss | 1.6862 | 2.4666 | 1.0569 | 1.1379 | 1.6246 | 0.7736 |
Largest Winning Trade | 350330 | 350330 | 51307 | 383361 | 383361 | 90462 |
Largest Losing Trade | -48170 | -44522 | -48170 | -199441 | -114841 | -199441 |
Avg Bars in Trades | 56 | 48 | 64 | 56 | 48 | 64 |
Avg Bars in Winners | 80 | 68 | 89 | 80 | 68 | 89 |
Avg Bars in Losers | 35 | 34 | 37 | 35 | 34 | 37 |
Bars Traded | 18862 | 8097 | 10765 | 18862 | 8097 | 10765 |
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 | 459860 | 342733 | -165075 | -320132 | -77675 | -580151 |
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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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