Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455943.2829 | 400209.1914 | 55734.0915 | 8557.7534 | -10933.0154 | 19490.7688 |
Total P&L (%) | 455.9433 | 400.2092 | 55.7341 | 8.5578 | -10.933 | 19.4908 |
Avg Daily Profit (%) | 0.2189 | 0.1921 | 0.0268 | 0.0039 | -0.0056 | 0.0085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191748 | -205240 | -14681 | -1015672 | -1010287 | -57564 |
Profit Factor | 1.6448 | 1.6497 | 1.6111 | 1.0038 | 0.9945 | 1.0841 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 48.5507 | 44.9275 | 52.1739 | 48.5507 | 44.9275 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.743 | 2.0223 | 1.4769 | 1.0638 | 1.2191 | 0.9937 |
Largest Winning Trade | 327454 | 327454 | 16646 | 544946 | 544946 | 41953 |
Largest Losing Trade | -44744 | -44744 | -14681 | -329917 | -329917 | -26666 |
Avg Bars in Trades | 177 | 343 | 11 | 177 | 343 | 11 |
Avg Bars in Winners | 163 | 338 | 12 | 163 | 338 | 12 |
Avg Bars in Losers | 191 | 347 | 10 | 191 | 347 | 10 |
Bars Traded | 24508 | 23707 | 800 | 24508 | 23707 | 800 |
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 | 385153 | -93252 | -257270 | -569830 | -683042 | -419473 |
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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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