Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364463.9758 | 267577.2113 | 96886.7645 | -534618.8318 | -227257.2088 | -307361.623 |
Total P&L (%) | 364.464 | 267.5772 | 96.8868 | -534.6188 | -227.2572 | -307.3616 |
Avg Daily Profit (%) | 0.3499 | 0.2569 | 0.093 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117410 | -70105 | -119533 | -917094 | -312421 | -723285 |
Profit Factor | 1.4948 | 1.9245 | 1.2167 | 0.7703 | 0.7785 | 0.7638 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 204 | 101 | 103 | 93 | 44 | 49 |
Losing Trades | 82 | 42 | 40 | 193 | 99 | 94 |
Profitability (%) | 71.3287 | 70.6294 | 72.028 | 32.5175 | 30.7692 | 34.2657 |
Ratio Avg Win / Avg Loss | 0.6009 | 0.8003 | 0.4725 | 1.5986 | 1.7517 | 1.4653 |
Largest Winning Trade | 24493 | 24493 | 23096 | 339835 | 235382 | 339835 |
Largest Losing Trade | -115645 | -41333 | -115645 | -168924 | -91335 | -168924 |
Avg Bars in Trades | 86 | 90 | 83 | 86 | 90 | 83 |
Avg Bars in Winners | 60 | 62 | 57 | 136 | 158 | 117 |
Avg Bars in Losers | 152 | 155 | 149 | 62 | 59 | 65 |
Bars Traded | 24809 | 12910 | 11899 | 24809 | 12910 | 11899 |
Profit Streak | 0 | 0 | 34.269 | 8.1856 | 12.269 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459743 | 413375 | -67210 | -582629 | -585035 | -585405 |
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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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