Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583001.2491 | 450443.0258 | 132558.2233 | 263807.4518 | 512050.3192 | -248242.8674 |
Total P&L (%) | 583.0012 | 450.443 | 132.5582 | 263.8075 | 512.0503 | -248.2429 |
Avg Daily Profit (%) | 0.3931 | 0.3037 | 0.0894 | 0.0871 | 0.1222 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184804 | -134412 | -89140 | -2853905 | -2135228 | -1414582 |
Profit Factor | 1.6814 | 1.9845 | 1.333 | 1.0273 | 1.0998 | 0.9452 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 96 | 41 | 55 | 96 | 41 | 55 |
Losing Trades | 97 | 55 | 42 | 97 | 55 | 42 |
Profitability (%) | 49.7409 | 42.7083 | 56.701 | 49.7409 | 42.7083 | 56.701 |
Ratio Avg Win / Avg Loss | 1.6989 | 2.6621 | 1.0179 | 1.038 | 1.4753 | 0.7218 |
Largest Winning Trade | 320146 | 320146 | 73533 | 1730493 | 1730493 | 477882 |
Largest Losing Trade | -50652 | -27927 | -50652 | -898633 | -898633 | -717918 |
Avg Bars in Trades | 30 | 22 | 37 | 30 | 22 | 37 |
Avg Bars in Winners | 40 | 29 | 48 | 40 | 29 | 48 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 5811 | 2154 | 3656 | 5811 | 2154 | 3656 |
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 | 496207 | 339196 | -72767 | -266231 | -143024 | -580204 |
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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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