Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736574.2342 | 588393.8128 | 148180.4214 | 1129521.5702 | -128881.6602 | 1258403.2304 |
Total P&L (%) | 736.5742 | 588.3938 | 148.1804 | 1129.5216 | -128.8817 | 1258.4032 |
Avg Daily Profit (%) | 0.3133 | 0.2503 | 0.063 | 0.1068 | 0 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114016 | -74979 | -226501 | -981009 | -933910 | -416773 |
Profit Factor | 1.7633 | 2.3745 | 1.276 | 1.2955 | 0.9426 | 1.798 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 43.1138 | 42.8571 | 43.3735 | 43.1138 | 42.8571 | 43.3735 |
Ratio Avg Win / Avg Loss | 2.3265 | 3.1659 | 1.6658 | 1.7093 | 1.2568 | 2.3474 |
Largest Winning Trade | 300312 | 300312 | 59695 | 626957 | 626957 | 525928 |
Largest Losing Trade | -42433 | -21565 | -42433 | -325442 | -271914 | -325442 |
Avg Bars in Trades | 83 | 70 | 97 | 83 | 70 | 97 |
Avg Bars in Winners | 138 | 107 | 170 | 138 | 107 | 170 |
Avg Bars in Losers | 41 | 42 | 41 | 41 | 42 | 41 |
Bars Traded | 13945 | 5890 | 8054 | 13945 | 5890 | 8054 |
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 | 379675 | 355800 | -110623 | -50633 | -582218 | -43836 |
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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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