Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639220.3602 | 525807.9977 | 113412.3625 | 958184.8642 | 1266791.438 | -308606.5738 |
Total P&L (%) | 639.2204 | 525.808 | 113.4124 | 958.1849 | 1266.7914 | -308.6066 |
Avg Daily Profit (%) | 0.3235 | 0.2661 | 0.0574 | 0.1195 | 0.1324 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113839 | -104614 | -154475 | -1947775 | -1202256 | -946277 |
Profit Factor | 1.4526 | 1.7608 | 1.1573 | 1.1253 | 1.3299 | 0.9189 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 199 | 87 | 112 | 199 | 87 | 112 |
Losing Trades | 215 | 120 | 95 | 215 | 120 | 95 |
Profitability (%) | 48.0676 | 42.029 | 54.1063 | 48.0676 | 42.029 | 54.1063 |
Ratio Avg Win / Avg Loss | 1.5694 | 2.4287 | 0.9816 | 1.2158 | 1.8343 | 0.7794 |
Largest Winning Trade | 133871 | 133871 | 62340 | 814699 | 814699 | 294548 |
Largest Losing Trade | -47876 | -34902 | -47876 | -543678 | -421415 | -543678 |
Avg Bars in Trades | 28 | 23 | 32 | 28 | 23 | 32 |
Avg Bars in Winners | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Losers | 21 | 16 | 28 | 21 | 16 | 28 |
Bars Traded | 11653 | 4963 | 6690 | 11653 | 4963 | 6690 |
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 | 464803 | 347303 | -164419 | -114091 | -16735 | -579717 |
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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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