Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774903.5063 | 615551.0388 | 159352.4675 | 280930.5602 | -4796.5123 | 285727.0725 |
Total P&L (%) | 774.9035 | 615.551 | 159.3525 | 280.9306 | -4.7965 | 285.7271 |
Avg Daily Profit (%) | 0.5236 | 0.4159 | 0.1077 | 0.0904 | -0.0033 | 0.0913 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168907 | -196795 | -140240 | -585032 | -634094 | -253919 |
Profit Factor | 1.6456 | 1.9546 | 1.2869 | 1.1019 | 0.997 | 1.2488 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 103 | 41 | 62 | 103 | 41 | 62 |
Losing Trades | 232 | 126 | 106 | 232 | 126 | 106 |
Profitability (%) | 30.7463 | 24.5509 | 36.9048 | 30.7463 | 24.5509 | 36.9048 |
Ratio Avg Win / Avg Loss | 3.7066 | 6.0069 | 2.2001 | 2.4819 | 3.064 | 2.1351 |
Largest Winning Trade | 564553 | 564553 | 37184 | 395277 | 395277 | 98633 |
Largest Losing Trade | -44009 | -29234 | -44009 | -115268 | -115268 | -67962 |
Avg Bars in Trades | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Winners | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Losers | 7 | 8 | 5 | 7 | 8 | 5 |
Bars Traded | 4376 | 2306 | 2070 | 4376 | 2306 | 2070 |
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 | 304617 | -17601 | -52620 | -185061 | -609197 | -74740 |
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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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