Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662808.6115 | 590598.6207 | 72209.9907 | 534063.4893 | 734951.86 | -200888.3707 |
Total P&L (%) | 662.8086 | 590.5986 | 72.21 | 534.0635 | 734.9519 | -200.8884 |
Avg Daily Profit (%) | 0.3569 | 0.318 | 0.0389 | 0.0995 | 0.1143 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96494 | -94938 | -87547 | -1402581 | -1157121 | -1238103 |
Profit Factor | 1.6659 | 2.2009 | 1.1434 | 1.0516 | 1.149 | 0.9629 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 89 | 38 | 51 | 89 | 38 | 51 |
Losing Trades | 157 | 85 | 72 | 157 | 85 | 72 |
Profitability (%) | 36.1789 | 30.8943 | 41.4634 | 36.1789 | 30.8943 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.9388 | 4.923 | 1.6142 | 1.8551 | 2.5701 | 1.3593 |
Largest Winning Trade | 398518 | 398518 | 40719 | 818408 | 818408 | 375556 |
Largest Losing Trade | -27461 | -16219 | -27461 | -486535 | -240979 | -486535 |
Avg Bars in Trades | 14 | 16 | 13 | 14 | 16 | 13 |
Avg Bars in Winners | 25 | 32 | 20 | 25 | 32 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3662 | 1976 | 1686 | 3662 | 1976 | 1686 |
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 | 314084 | 210767 | -205882 | -226128 | -102850 | -582380 |
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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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