Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894985.0485 | 817825.0462 | 77160.0023 | 277768.0432 | 651533.9568 | -373765.9136 |
Total P&L (%) | 894.985 | 817.825 | 77.16 | 277.768 | 651.534 | -373.7659 |
Avg Daily Profit (%) | 0.3767 | 0.3442 | 0.0325 | 0.056 | 0.0849 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179774 | -173879 | -98442 | -1864069 | -1332781 | -710864 |
Profit Factor | 1.8773 | 2.4371 | 1.1711 | 1.069 | 1.2804 | 0.7801 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 39.6947 | 30.303 | 49.2308 | 39.6947 | 30.303 | 49.2308 |
Ratio Avg Win / Avg Loss | 2.8521 | 5.6053 | 1.2077 | 1.6241 | 2.945 | 0.8044 |
Largest Winning Trade | 418518 | 418518 | 60585 | 1622726 | 1622726 | 177099 |
Largest Losing Trade | -39428 | -36238 | -39428 | -586367 | -275956 | -586367 |
Avg Bars in Trades | 35 | 39 | 31 | 35 | 39 | 31 |
Avg Bars in Winners | 60 | 80 | 48 | 60 | 80 | 48 |
Avg Bars in Losers | 18 | 22 | 14 | 18 | 22 | 14 |
Bars Traded | 4635 | 2620 | 2015 | 4635 | 2620 | 2015 |
Profit Streak | 0 | 0 | 16.4294 | 0 | 0 | 16.4294 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340228 | -118204 | -313272 | -265322 | -210200 | -712182 |
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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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