Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369246.8078 | 322521.5877 | 46725.2201 | 172867.7191 | 985318.5747 | -812450.8557 |
Total P&L (%) | 369.2468 | 322.5216 | 46.7252 | 172.8677 | 985.3186 | -812.4509 |
Avg Daily Profit (%) | 0.1998 | 0.1745 | 0.0253 | 0.0543 | 0.1291 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126966 | -133630 | -84441 | -3273471 | -2215684 | -2128051 |
Profit Factor | 1.3001 | 1.4368 | 1.095 | 1.0129 | 1.1241 | 0.8505 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 155 | 68 | 87 | 155 | 68 | 87 |
Losing Trades | 175 | 97 | 78 | 175 | 97 | 78 |
Profitability (%) | 46.9697 | 41.2121 | 52.7273 | 46.9697 | 41.2121 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.4679 | 2.0495 | 0.9817 | 1.1436 | 1.6035 | 0.7625 |
Largest Winning Trade | 87187 | 87187 | 28338 | 1173813 | 1173813 | 295478 |
Largest Losing Trade | -39917 | -39917 | -25188 | -579765 | -579765 | -437884 |
Avg Bars in Trades | 11 | 15 | 6 | 11 | 15 | 6 |
Avg Bars in Winners | 13 | 20 | 7 | 13 | 20 | 7 |
Avg Bars in Losers | 9 | 11 | 5 | 9 | 11 | 5 |
Bars Traded | 3663 | 2540 | 1123 | 3663 | 2540 | 1123 |
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 | 307039 | 237719 | -277499 | -325843 | -105965 | -579837 |
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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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