Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672568.2091 | 553983.6792 | 118584.5299 | 142234.4024 | 190265.7825 | -48031.3801 |
Total P&L (%) | 672.5682 | 553.9837 | 118.5845 | 142.2344 | 190.2658 | -48.0314 |
Avg Daily Profit (%) | 0.4566 | 0.3761 | 0.0805 | 0.0601 | 0.0724 | -0.0444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130168 | -162614 | -58703 | -312420 | -222825 | -212318 |
Profit Factor | 1.5729 | 1.9085 | 1.2102 | 1.0555 | 1.1476 | 0.9624 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 121 | 50 | 71 | 121 | 50 | 71 |
Losing Trades | 195 | 108 | 87 | 195 | 108 | 87 |
Profitability (%) | 38.2911 | 31.6456 | 44.9367 | 38.2911 | 31.6456 | 44.9367 |
Ratio Avg Win / Avg Loss | 2.5348 | 4.1223 | 1.4829 | 1.7009 | 2.4789 | 1.1792 |
Largest Winning Trade | 444252 | 444252 | 53218 | 267076 | 267076 | 98651 |
Largest Losing Trade | -39897 | -18283 | -39897 | -80735 | -80290 | -80735 |
Avg Bars in Trades | 9 | 7 | 10 | 9 | 7 | 10 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 2891 | 1230 | 1661 | 2891 | 1230 | 1661 |
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 | 376934 | 236832 | -87350 | -273736 | -159931 | -580530 |
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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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