Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482794.8053 | 448656.9624 | 34137.8429 | 20420.8201 | 214628.2724 | -194207.4524 |
Total P&L (%) | 482.7948 | 448.657 | 34.1378 | 20.4208 | 214.6283 | -194.2075 |
Avg Daily Profit (%) | 0.2577 | 0.2395 | 0.0182 | 0.0099 | 0.0612 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198450 | -127742 | -201940 | -350489 | -202042 | -302556 |
Profit Factor | 1.6603 | 2.232 | 1.093 | 1.0263 | 1.5884 | 0.5273 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 41.8605 | 41.8605 | 41.8605 | 41.8605 | 41.8605 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.306 | 3.1 | 1.5181 | 1.4255 | 2.2062 | 0.7324 |
Largest Winning Trade | 257719 | 257719 | 67823 | 262206 | 262206 | 67823 |
Largest Losing Trade | -59650 | -40373 | -59650 | -108185 | -108185 | -89911 |
Avg Bars in Trades | 251 | 222 | 280 | 251 | 222 | 280 |
Avg Bars in Winners | 398 | 353 | 442 | 398 | 353 | 442 |
Avg Bars in Losers | 145 | 127 | 164 | 145 | 127 | 164 |
Bars Traded | 21619 | 9546 | 12073 | 21619 | 9546 | 12073 |
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 | 299637 | 327307 | -291465 | -380690 | -111364 | -583892 |
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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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