Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413832.8119 | 336502.4533 | 77330.3586 | 348882.7903 | 366391.9694 | -17509.1791 |
Total P&L (%) | 413.8328 | 336.5025 | 77.3304 | 348.8828 | 366.392 | -17.5092 |
Avg Daily Profit (%) | 0.1987 | 0.1616 | 0.0371 | 0.0721 | 0.074 | -0.0092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115256 | -126417 | -102051 | -997949 | -1002055 | -676365 |
Profit Factor | 1.5016 | 1.8213 | 1.1862 | 1.0749 | 1.1565 | 0.9924 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 45.1807 | 40.9639 | 49.3976 | 45.1807 | 40.9639 | 49.3976 |
Ratio Avg Win / Avg Loss | 1.8219 | 2.6248 | 1.2151 | 1.3042 | 1.6666 | 1.0167 |
Largest Winning Trade | 89654 | 89654 | 64881 | 473862 | 473862 | 351123 |
Largest Losing Trade | -41698 | -19442 | -41698 | -213634 | -202297 | -213634 |
Avg Bars in Trades | 148 | 146 | 151 | 148 | 146 | 151 |
Avg Bars in Winners | 225 | 226 | 225 | 225 | 226 | 225 |
Avg Bars in Losers | 85 | 90 | 79 | 85 | 90 | 79 |
Bars Traded | 24730 | 12133 | 12597 | 24730 | 12133 | 12597 |
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 | 325169 | 248477 | -159580 | -235807 | -145346 | -579677 |
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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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