Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528225.0087 | 519169.4605 | 9055.5482 | 166383.4175 | 543379.3705 | -376995.9529 |
Total P&L (%) | 528.225 | 519.1695 | 9.0555 | 166.3834 | 543.3794 | -376.996 |
Avg Daily Profit (%) | 0.282 | 0.2771 | 0.0048 | 0.0523 | 0.0994 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144579 | -107041 | -123886 | -607260 | -236125 | -488542 |
Profit Factor | 1.6326 | 2.1691 | 1.0232 | 1.0953 | 1.6887 | 0.6064 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Losing Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Profitability (%) | 47.5936 | 51.0638 | 44.086 | 47.5936 | 51.0638 | 44.086 |
Ratio Avg Win / Avg Loss | 1.7976 | 2.0787 | 1.2977 | 1.206 | 1.6183 | 0.7691 |
Largest Winning Trade | 313303 | 313303 | 51980 | 468307 | 468307 | 103625 |
Largest Losing Trade | -39835 | -39835 | -35885 | -198278 | -76228 | -198278 |
Avg Bars in Trades | 56 | 55 | 56 | 56 | 55 | 56 |
Avg Bars in Winners | 83 | 74 | 93 | 83 | 74 | 93 |
Avg Bars in Losers | 31 | 35 | 28 | 31 | 35 | 28 |
Bars Traded | 10515 | 5225 | 5290 | 10515 | 5225 | 5290 |
Profit Streak | 0 | 0 | 38.1738 | 0 | 0 | 38.1738 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427422 | 455698 | -549250 | -238763 | -56794 | -582838 |
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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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