Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447767.7303 | 332201.2713 | 115566.459 | 1055587.2293 | 1308230.8144 | -252643.5851 |
Total P&L (%) | 447.7677 | 332.2013 | 115.5665 | 1055.5872 | 1308.2308 | -252.6436 |
Avg Daily Profit (%) | 0.4299 | 0.3189 | 0.1109 | 0.2352 | 0.2542 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78220 | -52486 | -57541 | -1648002 | -1079137 | -1285702 |
Profit Factor | 1.8481 | 2.1163 | 1.5016 | 1.1667 | 1.359 | 0.906 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
Profitability (%) | 48.2143 | 41.6667 | 54.7619 | 48.2143 | 41.6667 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.985 | 2.9629 | 1.2405 | 1.2531 | 1.9026 | 0.7484 |
Largest Winning Trade | 218469 | 218469 | 29976 | 1891513 | 1891513 | 454051 |
Largest Losing Trade | -27200 | -27200 | -20336 | -469271 | -469271 | -426014 |
Avg Bars in Trades | 146 | 136 | 156 | 146 | 136 | 156 |
Avg Bars in Winners | 181 | 184 | 179 | 181 | 184 | 179 |
Avg Bars in Losers | 113 | 102 | 127 | 113 | 102 | 127 |
Bars Traded | 24604 | 11483 | 13121 | 24604 | 11483 | 13121 |
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 | 478025 | 327318 | -43270 | -28610 | 233528 | -580490 |
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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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