Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580649.901 | 456182.9141 | 124466.9869 | 215431.6428 | 98888.8898 | 116542.753 |
Total P&L (%) | 580.6499 | 456.1829 | 124.467 | 215.4316 | 98.8889 | 116.5428 |
Avg Daily Profit (%) | 0.3906 | 0.3069 | 0.0837 | 0.0773 | 0.0463 | 0.052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120887 | -125876 | -78076 | -310096 | -307113 | -202971 |
Profit Factor | 1.7897 | 2.176 | 1.3583 | 1.1126 | 1.1027 | 1.1228 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 53 | 16 | 37 | 53 | 16 | 37 |
Losing Trades | 90 | 55 | 35 | 90 | 55 | 35 |
Profitability (%) | 37.0629 | 22.5352 | 51.3889 | 37.0629 | 22.5352 | 51.3889 |
Ratio Avg Win / Avg Loss | 3.039 | 7.4798 | 1.2849 | 1.8894 | 3.7904 | 1.0621 |
Largest Winning Trade | 323223 | 323223 | 65456 | 325710 | 325710 | 159548 |
Largest Losing Trade | -36138 | -31332 | -36138 | -164111 | -117978 | -164111 |
Avg Bars in Trades | 123 | 91 | 154 | 123 | 91 | 154 |
Avg Bars in Winners | 216 | 189 | 228 | 216 | 189 | 228 |
Avg Bars in Losers | 67 | 63 | 75 | 67 | 63 | 75 |
Bars Traded | 17608 | 6520 | 11088 | 17608 | 6520 | 11088 |
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 | 302710 | -114961 | -160001 | -189893 | -365251 | -288248 |
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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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