Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644712.0378 | 518484.4772 | 126227.5606 | -16877.355 | 1084809.9436 | -1101687.2986 |
Total P&L (%) | 644.712 | 518.4845 | 126.2276 | -16.8774 | 1084.8099 | -1101.6873 |
Avg Daily Profit (%) | 0.4347 | 0.3496 | 0.0851 | -0.0125 | 0.1668 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175274 | -132626 | -158030 | -2198733 | -678797 | -2636464 |
Profit Factor | 1.5434 | 1.8158 | 1.2291 | 0.9978 | 1.3279 | 0.7476 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 153 | 67 | 86 | 153 | 67 | 86 |
Losing Trades | 129 | 74 | 55 | 129 | 74 | 55 |
Profitability (%) | 54.2553 | 47.5177 | 60.9929 | 54.2553 | 47.5177 | 60.9929 |
Ratio Avg Win / Avg Loss | 1.3013 | 2.0055 | 0.786 | 0.8413 | 1.4667 | 0.4781 |
Largest Winning Trade | 393207 | 393207 | 41304 | 1021013 | 1021013 | 277475 |
Largest Losing Trade | -89966 | -30649 | -89966 | -1652220 | -319840 | -1652220 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 20 | 23 | 18 | 20 | 23 | 18 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 5751 | 3250 | 2501 | 5751 | 3250 | 2501 |
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 | 501100 | 428153 | -79812 | -578473 | 257061 | -579255 |
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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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