Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543768.1086 | 459940.9204 | 83827.1882 | 347328.3375 | 418280.5026 | -70952.1651 |
Total P&L (%) | 543.7681 | 459.9409 | 83.8272 | 347.3283 | 418.2805 | -70.9522 |
Avg Daily Profit (%) | 0.2176 | 0.184 | 0.0335 | 0.06 | 0.0659 | -0.0495 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167567 | -164005 | -79532 | -1023131 | -697135 | -562617 |
Profit Factor | 1.5937 | 1.9763 | 1.1885 | 1.0948 | 1.2174 | 0.9592 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 130 | 62 | 68 | 130 | 62 | 68 |
Losing Trades | 159 | 83 | 76 | 159 | 83 | 76 |
Profitability (%) | 44.9827 | 42.7586 | 47.2222 | 44.9827 | 42.7586 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.9492 | 2.6457 | 1.3283 | 1.339 | 1.6297 | 1.0721 |
Largest Winning Trade | 366107 | 366107 | 59024 | 504084 | 504084 | 236892 |
Largest Losing Trade | -28094 | -25557 | -28094 | -214691 | -214691 | -178736 |
Avg Bars in Trades | 51 | 44 | 58 | 51 | 44 | 58 |
Avg Bars in Winners | 81 | 65 | 96 | 81 | 65 | 96 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 14794 | 6386 | 8408 | 14794 | 6386 | 8408 |
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 | 386572 | 297105 | -162566 | -229579 | -107293 | -580364 |
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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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