Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663354.0112 | 564025.5004 | 99328.5108 | 277136.2677 | 414019.692 | -136883.4243 |
Total P&L (%) | 663.354 | 564.0255 | 99.3285 | 277.1363 | 414.0197 | -136.8834 |
Avg Daily Profit (%) | 0.352 | 0.2993 | 0.0527 | 0.0705 | 0.0869 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161402 | -93647 | -165777 | -1728273 | -1202239 | -1264656 |
Profit Factor | 1.4309 | 1.8271 | 1.1158 | 1.0314 | 1.0949 | 0.9694 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 167 | 82 | 85 | 167 | 82 | 85 |
Losing Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Profitability (%) | 55.4817 | 54.3046 | 56.6667 | 55.4817 | 54.3046 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.1482 | 1.5374 | 0.8533 | 0.8276 | 0.9213 | 0.7413 |
Largest Winning Trade | 103602 | 103602 | 46619 | 343558 | 343558 | 313295 |
Largest Losing Trade | -80325 | -48175 | -80325 | -447875 | -447875 | -383424 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5443 | 2730 | 2713 | 5443 | 2730 | 2713 |
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 | 460197 | 483274 | -215924 | -283992 | -193700 | -579405 |
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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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