Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512273.3717 | 473432.2274 | 38841.1443 | 19648.9475 | 309064.9708 | -289416.0233 |
Total P&L (%) | 512.2734 | 473.4322 | 38.8411 | 19.6489 | 309.065 | -289.416 |
Avg Daily Profit (%) | 0.2738 | 0.253 | 0.0208 | 0.0096 | 0.0753 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182230 | -115260 | -182844 | -664655 | -354807 | -539100 |
Profit Factor | 1.5101 | 1.8782 | 1.0835 | 1.0118 | 1.3576 | 0.6401 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 73 | 27 | 46 | 73 | 27 | 46 |
Losing Trades | 85 | 52 | 33 | 85 | 52 | 33 |
Profitability (%) | 46.2025 | 34.1772 | 58.2278 | 46.2025 | 34.1772 | 58.2278 |
Ratio Avg Win / Avg Loss | 1.7584 | 3.6172 | 0.7773 | 1.1781 | 2.6146 | 0.4592 |
Largest Winning Trade | 229188 | 229188 | 46421 | 436785 | 436785 | 54371 |
Largest Losing Trade | -47023 | -44018 | -47023 | -209572 | -194254 | -209572 |
Avg Bars in Trades | 69 | 72 | 66 | 69 | 72 | 66 |
Avg Bars in Winners | 88 | 116 | 71 | 88 | 116 | 71 |
Avg Bars in Losers | 53 | 49 | 59 | 53 | 49 | 59 |
Bars Traded | 10991 | 5730 | 5261 | 10991 | 5730 | 5261 |
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 | 377951 | -21471 | -323393 | -395366 | -123944 | -606391 |
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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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