Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567103.0049 | 462214.6832 | 104888.3216 | 271907.5976 | 458008.2046 | -186100.607 |
Total P&L (%) | 567.103 | 462.2147 | 104.8883 | 271.9076 | 458.0082 | -186.1006 |
Avg Daily Profit (%) | 0.3012 | 0.2455 | 0.0557 | 0.0698 | 0.0913 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227092 | -122651 | -144419 | -4035759 | -2471590 | -3028011 |
Profit Factor | 1.3785 | 1.5914 | 1.1464 | 1.0133 | 1.0407 | 0.9799 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 164 | 81 | 83 | 164 | 81 | 83 |
Losing Trades | 162 | 82 | 80 | 162 | 82 | 80 |
Profitability (%) | 50.3067 | 49.6933 | 50.9202 | 50.3067 | 49.6933 | 50.9202 |
Ratio Avg Win / Avg Loss | 1.3617 | 1.6111 | 1.1049 | 1.0009 | 1.0535 | 0.9445 |
Largest Winning Trade | 245974 | 245974 | 37383 | 1936384 | 1936384 | 767567 |
Largest Losing Trade | -45682 | -34312 | -45682 | -1296243 | -1296243 | -1149368 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3679 | 1829 | 1850 | 3679 | 1829 | 1850 |
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 | 413582 | 411932 | -177379 | -303696 | -246357 | -580082 |
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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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