Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586164.3025 | 517767.1501 | 68397.1524 | -40883.7848 | -306693.3245 | 265809.5397 |
Total P&L (%) | 586.1643 | 517.7672 | 68.3972 | -40.8838 | -306.6933 | 265.8095 |
Avg Daily Profit (%) | 0.3968 | 0.3505 | 0.0463 | -0.0356 | 0 | 0.0878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187829 | -171734 | -93923 | -1110450 | -1044632 | -666133 |
Profit Factor | 1.4579 | 1.634 | 1.1476 | 0.9905 | 0.8897 | 1.1723 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 177 | 80 | 97 | 177 | 80 | 97 |
Losing Trades | 163 | 90 | 73 | 163 | 90 | 73 |
Profitability (%) | 52.0588 | 47.0588 | 57.0588 | 52.0588 | 47.0588 | 57.0588 |
Ratio Avg Win / Avg Loss | 1.3426 | 1.8382 | 0.8637 | 0.9122 | 1.001 | 0.8822 |
Largest Winning Trade | 439195 | 439195 | 32975 | 577717 | 577717 | 257227 |
Largest Losing Trade | -38845 | -38845 | -38370 | -311298 | -251908 | -311298 |
Avg Bars in Trades | 25 | 37 | 14 | 25 | 37 | 14 |
Avg Bars in Winners | 24 | 35 | 14 | 24 | 35 | 14 |
Avg Bars in Losers | 27 | 38 | 14 | 27 | 38 | 14 |
Bars Traded | 8722 | 6302 | 2420 | 8722 | 6302 | 2420 |
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 | 471284 | 417929 | -189465 | -578455 | -579920 | -106836 |
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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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