Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520947.9407 | 480805.6957 | 40142.245 | -661159.2249 | 788241.2275 | -1449400.4524 |
Total P&L (%) | 520.9479 | 480.8057 | 40.1422 | -661.1592 | 788.2412 | -1449.4005 |
Avg Daily Profit (%) | 0.2677 | 0.247 | 0.0206 | 0 | 0.1123 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166580 | -108851 | -150084 | -2593865 | -967999 | -2557627 |
Profit Factor | 1.4363 | 1.8396 | 1.0646 | 0.9266 | 1.2199 | 0.7327 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 161 | 68 | 93 | 165 | 94 | 71 |
Losing Trades | 166 | 95 | 71 | 162 | 69 | 93 |
Profitability (%) | 49.2355 | 41.7178 | 56.7073 | 50.4587 | 57.6687 | 43.2927 |
Ratio Avg Win / Avg Loss | 1.4809 | 2.57 | 0.8128 | 0.9098 | 0.8955 | 0.9598 |
Largest Winning Trade | 200243 | 200243 | 34902 | 296385 | 291805 | 296385 |
Largest Losing Trade | -136960 | -25351 | -136960 | -545506 | -545506 | -450244 |
Avg Bars in Trades | 70 | 64 | 77 | 70 | 64 | 77 |
Avg Bars in Winners | 87 | 90 | 85 | 56 | 53 | 60 |
Avg Bars in Losers | 54 | 44 | 66 | 85 | 79 | 90 |
Bars Traded | 23096 | 10450 | 12646 | 23096 | 10450 | 12646 |
Profit Streak | 0 | 0 | 0 | 14.0187 | 18.2687 | 14.0187 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394031 | 309286 | -317476 | -577932 | -42901 | -582486 |
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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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