Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858454.4845 | 761023.8124 | 97430.672 | 801537.3601 | 2076607.376 | -1275070.0159 |
Total P&L (%) | 858.4545 | 761.0238 | 97.4307 | 801.5374 | 2076.6074 | -1275.07 |
Avg Daily Profit (%) | 0.3608 | 0.3199 | 0.041 | 0.0925 | 0.1296 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169932 | -154437 | -119105 | -3612602 | -2503390 | -2205355 |
Profit Factor | 1.7949 | 2.3995 | 1.1817 | 1.0719 | 1.3584 | 0.7617 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 103 | 58 | 45 | 103 | 58 | 45 |
Profitability (%) | 38.3234 | 30.9524 | 45.7831 | 38.3234 | 30.9524 | 45.7831 |
Ratio Avg Win / Avg Loss | 2.8887 | 5.3527 | 1.3994 | 1.7251 | 3.0304 | 0.902 |
Largest Winning Trade | 218840 | 218840 | 66015 | 2530755 | 2530755 | 506874 |
Largest Losing Trade | -39471 | -39471 | -35631 | -654689 | -597684 | -654689 |
Avg Bars in Trades | 83 | 76 | 90 | 83 | 76 | 90 |
Avg Bars in Winners | 140 | 154 | 131 | 140 | 154 | 131 |
Avg Bars in Losers | 47 | 41 | 55 | 47 | 41 | 55 |
Bars Traded | 13929 | 6440 | 7489 | 13929 | 6440 | 7489 |
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 | 329424 | 212279 | -160790 | -213067 | -25832 | -582749 |
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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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