Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853788.1488 | 751406.1163 | 102382.0325 | 168251.9439 | 372964.2185 | -204712.2746 |
Total P&L (%) | 853.7881 | 751.4061 | 102.382 | 168.2519 | 372.9642 | -204.7123 |
Avg Daily Profit (%) | 0.461 | 0.4057 | 0.0553 | 0.0533 | 0.0839 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145133 | -156262 | -76461 | -1498286 | -1159778 | -679303 |
Profit Factor | 2.1984 | 2.8286 | 1.3395 | 1.051 | 1.1971 | 0.8542 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 43.1818 | 37.8788 | 48.4848 | 43.1818 | 37.8788 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.8926 | 4.6389 | 1.4232 | 1.383 | 1.9632 | 0.9076 |
Largest Winning Trade | 738660 | 738660 | 43037 | 1430418 | 1430418 | 170076 |
Largest Losing Trade | -66960 | -41346 | -66960 | -644778 | -644778 | -612478 |
Avg Bars in Trades | 165 | 155 | 175 | 165 | 155 | 175 |
Avg Bars in Winners | 257 | 269 | 248 | 257 | 269 | 248 |
Avg Bars in Losers | 95 | 85 | 107 | 95 | 85 | 107 |
Bars Traded | 21840 | 10241 | 11599 | 21840 | 10241 | 11599 |
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 | 437382 | -113976 | -243547 | -288430 | -212680 | -705547 |
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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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