Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280622.8671 | 199607.8808 | 81014.9863 | 497910.2918 | 932705.7981 | -434795.5063 |
Total P&L (%) | 280.6229 | 199.6079 | 81.015 | 497.9103 | 932.7058 | -434.7955 |
Avg Daily Profit (%) | 0.2694 | 0.1916 | 0.0778 | 0.1718 | 0.2244 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146277 | -44386 | -110087 | -2493150 | -692613 | -1875039 |
Profit Factor | 1.5462 | 1.8714 | 1.2845 | 1.0878 | 1.4066 | 0.8714 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 48.0159 | 45.2381 | 50.7937 | 48.0159 | 45.2381 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.674 | 2.2654 | 1.2444 | 1.1776 | 1.7027 | 0.8441 |
Largest Winning Trade | 62329 | 62329 | 48976 | 616942 | 616942 | 494503 |
Largest Losing Trade | -38260 | -17020 | -38260 | -412543 | -311519 | -412543 |
Avg Bars in Trades | 96 | 87 | 105 | 96 | 87 | 105 |
Avg Bars in Winners | 134 | 122 | 144 | 134 | 122 | 144 |
Avg Bars in Losers | 61 | 58 | 65 | 61 | 58 | 65 |
Bars Traded | 24302 | 11028 | 13274 | 24302 | 11028 | 13274 |
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 | 412574 | 325078 | -89235 | -116073 | 288756 | -580894 |
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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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