Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578793.2945 | 570707.3232 | 8085.9713 | 9261.9311 | 684660.1536 | -675398.2226 |
Total P&L (%) | 578.7933 | 570.7073 | 8.086 | 9.2619 | 684.6602 | -675.3982 |
Avg Daily Profit (%) | 0.3093 | 0.305 | 0.0043 | 0.0047 | 0.1101 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230726 | -99869 | -141209 | -1420618 | -666924 | -909728 |
Profit Factor | 1.6803 | 2.2952 | 1.0197 | 1.0037 | 1.5651 | 0.4828 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 38.3721 | 37.2093 | 39.5349 | 38.3721 | 37.2093 | 39.5349 |
Ratio Avg Win / Avg Loss | 2.6986 | 3.8732 | 1.5596 | 1.612 | 2.6411 | 0.7384 |
Largest Winning Trade | 356897 | 356897 | 76360 | 719319 | 719319 | 198246 |
Largest Losing Trade | -41150 | -41150 | -39137 | -374823 | -358800 | -374823 |
Avg Bars in Trades | 256 | 233 | 280 | 256 | 233 | 280 |
Avg Bars in Winners | 447 | 417 | 475 | 447 | 417 | 475 |
Avg Bars in Losers | 138 | 124 | 153 | 138 | 124 | 153 |
Bars Traded | 22099 | 10038 | 12061 | 22099 | 10038 | 12061 |
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 | 283056 | 301733 | -554575 | -571934 | -47641 | -584796 |
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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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