Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533419.6811 | 309287.5301 | 224132.151 | 628263.883 | -438603.8161 | 1066867.6991 |
Total P&L (%) | 533.4197 | 309.2875 | 224.1322 | 628.2639 | -438.6038 | 1066.8677 |
Avg Daily Profit (%) | 0.2928 | 0.1697 | 0.123 | 0.109 | 0 | 0.1349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69358 | -83516 | -51116 | -882806 | -1106449 | -419537 |
Profit Factor | 1.6917 | 1.679 | 1.71 | 1.1075 | 0.8746 | 1.4545 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 93 | 38 | 55 | 93 | 38 | 55 |
Losing Trades | 150 | 84 | 66 | 150 | 84 | 66 |
Profitability (%) | 38.2716 | 31.1475 | 45.4545 | 38.2716 | 31.1475 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.7285 | 3.7114 | 2.052 | 1.7863 | 1.9332 | 1.7454 |
Largest Winning Trade | 283161 | 283161 | 67028 | 601958 | 601958 | 367387 |
Largest Losing Trade | -31912 | -31912 | -27862 | -341334 | -341334 | -233301 |
Avg Bars in Trades | 88 | 72 | 104 | 88 | 72 | 104 |
Avg Bars in Winners | 163 | 142 | 177 | 163 | 142 | 177 |
Avg Bars in Losers | 42 | 40 | 44 | 42 | 40 | 44 |
Bars Traded | 21533 | 8834 | 12699 | 21533 | 8834 | 12699 |
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 | 314861 | 107335 | -27554 | -151470 | -585561 | -12341 |
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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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