Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660770.9711 | 549674.8742 | 111096.0968 | 532770.2397 | 1079511.6144 | -546741.3746 |
Total P&L (%) | 660.771 | 549.6749 | 111.0961 | 532.7702 | 1079.5116 | -546.7414 |
Avg Daily Profit (%) | 0.3508 | 0.2918 | 0.059 | 0.098 | 0.1311 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240015 | -87638 | -238495 | -1070834 | -377897 | -1155486 |
Profit Factor | 1.6662 | 2.1583 | 1.2148 | 1.1357 | 1.623 | 0.7508 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 48.4663 | 47.561 | 49.3827 | 48.4663 | 47.561 | 49.3827 |
Ratio Avg Win / Avg Loss | 1.7716 | 2.3796 | 1.2451 | 1.2076 | 1.7894 | 0.7696 |
Largest Winning Trade | 208145 | 208145 | 82414 | 747100 | 747100 | 148044 |
Largest Losing Trade | -51619 | -33479 | -51619 | -382966 | -122583 | -382966 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 61 | 56 | 65 | 61 | 56 | 65 |
Avg Bars in Losers | 30 | 30 | 29 | 30 | 30 | 29 |
Bars Traded | 7361 | 3536 | 3825 | 7361 | 3536 | 3825 |
Profit Streak | 0 | 0 | 176.8928 | 0 | 0 | 176.8928 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458639 | 270770 | -125368 | -132765 | -19944 | -591537 |
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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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