Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412653.1974 | 362775.9818 | 49877.2156 | 103985.4202 | 1617011.1073 | -1513025.6871 |
Total P&L (%) | 412.6532 | 362.776 | 49.8772 | 103.9854 | 1617.0111 | -1513.0257 |
Avg Daily Profit (%) | 0.2569 | 0.2258 | 0.031 | 0.0444 | 0.1771 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217295 | -176178 | -161368 | -3358897 | -2481227 | -3683930 |
Profit Factor | 1.4605 | 1.84 | 1.1074 | 1.0091 | 1.3297 | 0.7659 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 45.7516 | 44.1558 | 47.3684 | 45.7516 | 44.1558 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.7317 | 2.327 | 1.2305 | 1.1966 | 1.6817 | 0.851 |
Largest Winning Trade | 110707 | 110707 | 69548 | 1215114 | 1215114 | 542467 |
Largest Losing Trade | -52852 | -29250 | -52852 | -1267790 | -821596 | -1267790 |
Avg Bars in Trades | 40 | 32 | 48 | 40 | 32 | 48 |
Avg Bars in Winners | 44 | 33 | 54 | 44 | 33 | 54 |
Avg Bars in Losers | 37 | 31 | 44 | 37 | 31 | 44 |
Bars Traded | 6220 | 2503 | 3717 | 6220 | 2503 | 3717 |
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 | 339565 | -32897 | -305588 | -344942 | -35012 | -631259 |
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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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