Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604532.4065 | 534503.5318 | 70028.8747 | 393498.1036 | 1268946.704 | -875448.6005 |
Total P&L (%) | 604.5324 | 534.5035 | 70.0289 | 393.4981 | 1268.9467 | -875.4486 |
Avg Daily Profit (%) | 0.3255 | 0.2878 | 0.0377 | 0.086 | 0.141 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157926 | -139948 | -183582 | -1281221 | -300497 | -1277116 |
Profit Factor | 1.4604 | 1.9412 | 1.094 | 1.0964 | 1.8326 | 0.6578 |
Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
Winning Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Losing Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Profitability (%) | 45.6633 | 45.9184 | 45.4082 | 45.6633 | 45.9184 | 45.4082 |
Ratio Avg Win / Avg Loss | 1.7378 | 2.2863 | 1.3152 | 1.3046 | 2.1584 | 0.7909 |
Largest Winning Trade | 253026 | 253026 | 55030 | 746290 | 746290 | 107961 |
Largest Losing Trade | -52578 | -33167 | -52578 | -701336 | -209801 | -701336 |
Avg Bars in Trades | 56 | 45 | 67 | 56 | 45 | 67 |
Avg Bars in Winners | 62 | 54 | 71 | 62 | 54 | 71 |
Avg Bars in Losers | 50 | 37 | 63 | 50 | 37 | 63 |
Bars Traded | 22072 | 8871 | 13201 | 22072 | 8871 | 13201 |
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 | 419331 | 408887 | -260994 | -192306 | -2063 | -582093 |
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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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