Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530553.0707 | 430821.693 | 99731.3776 | 327063.9391 | 412247.3522 | -85183.4131 |
Total P&L (%) | 530.5531 | 430.8217 | 99.7314 | 327.0639 | 412.2474 | -85.1834 |
Avg Daily Profit (%) | 0.3279 | 0.2663 | 0.0616 | 0.0898 | 0.101 | -0.1179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184208 | -90569 | -183400 | -810622 | -618989 | -517032 |
Profit Factor | 1.6874 | 2.1509 | 1.2509 | 1.1147 | 1.2911 | 0.9407 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 51.2195 | 45.1613 | 57.377 | 51.2195 | 45.1613 | 57.377 |
Ratio Avg Win / Avg Loss | 1.6071 | 2.6118 | 0.9292 | 1.0616 | 1.5678 | 0.6988 |
Largest Winning Trade | 196578 | 196578 | 52242 | 430537 | 430537 | 257952 |
Largest Losing Trade | -49949 | -34628 | -49949 | -226219 | -226219 | -192653 |
Avg Bars in Trades | 154 | 149 | 159 | 154 | 149 | 159 |
Avg Bars in Winners | 213 | 234 | 196 | 213 | 234 | 196 |
Avg Bars in Losers | 93 | 80 | 110 | 93 | 80 | 110 |
Bars Traded | 19031 | 9299 | 9732 | 19031 | 9299 | 9732 |
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 | 461243 | -143783 | -273227 | -167019 | -213038 | -741502 |
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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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