Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512029.1079 | 342327.336 | 169701.772 | 168605.0473 | -97381.0595 | 265986.1068 |
Total P&L (%) | 512.0291 | 342.3273 | 169.7018 | 168.605 | -97.3811 | 265.9861 |
Avg Daily Profit (%) | 0.283 | 0.1892 | 0.0938 | 0.0546 | -0.2011 | 0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128477 | -84911 | -81587 | -1275322 | -596293 | -1022687 |
Profit Factor | 1.6418 | 1.8296 | 1.4406 | 1.0391 | 0.9517 | 1.1158 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 39.7436 | 33.3333 | 46.1538 | 39.7436 | 33.3333 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.4892 | 3.6593 | 1.6807 | 1.5754 | 1.9035 | 1.3018 |
Largest Winning Trade | 346023 | 346023 | 65292 | 572826 | 429784 | 572826 |
Largest Losing Trade | -51181 | -25867 | -51181 | -545993 | -225908 | -545993 |
Avg Bars in Trades | 137 | 125 | 149 | 137 | 125 | 149 |
Avg Bars in Winners | 218 | 211 | 222 | 218 | 211 | 222 |
Avg Bars in Losers | 84 | 82 | 87 | 84 | 82 | 87 |
Bars Traded | 21460 | 9768 | 11691 | 21460 | 9768 | 11691 |
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 | 312665 | -29939 | -101637 | -299566 | -618939 | -226225 |
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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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