Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683646.0181 | 590025.2273 | 93620.7908 | 48965.8797 | 65809.2641 | -16843.3844 |
Total P&L (%) | 683.646 | 590.0252 | 93.6208 | 48.9659 | 65.8093 | -16.8434 |
Avg Daily Profit (%) | 0.3639 | 0.3141 | 0.0498 | 0.0212 | 0.0269 | -0.0098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173169 | -99654 | -113306 | -711935 | -470105 | -363753 |
Profit Factor | 1.5739 | 1.8598 | 1.1854 | 1.0218 | 1.0498 | 0.9817 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 104 | 57 | 47 | 104 | 57 | 47 |
Profitability (%) | 38.0952 | 32.1429 | 44.0476 | 38.0952 | 32.1429 | 44.0476 |
Ratio Avg Win / Avg Loss | 2.5575 | 3.9263 | 1.5057 | 1.6605 | 2.2163 | 1.247 |
Largest Winning Trade | 326276 | 326276 | 63227 | 579825 | 579825 | 199422 |
Largest Losing Trade | -46814 | -46814 | -34074 | -132244 | -132244 | -87853 |
Avg Bars in Trades | 66 | 68 | 63 | 66 | 68 | 63 |
Avg Bars in Winners | 108 | 127 | 95 | 108 | 127 | 95 |
Avg Bars in Losers | 40 | 40 | 39 | 40 | 40 | 39 |
Bars Traded | 11140 | 5780 | 5360 | 11140 | 5780 | 5360 |
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 | 308074 | 189668 | -144516 | -365086 | -329096 | -581755 |
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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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