Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443130.7398 | 292520.2162 | 150610.5235 | 378744.5451 | 730426.1475 | -351681.6024 |
Total P&L (%) | 443.1307 | 292.5202 | 150.6105 | 378.7445 | 730.4261 | -351.6816 |
Avg Daily Profit (%) | 0.301 | 0.1987 | 0.1023 | 0.1064 | 0.1439 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162494 | -114464 | -114222 | -1676423 | -1128792 | -721068 |
Profit Factor | 1.4115 | 1.5958 | 1.2571 | 1.0652 | 1.2567 | 0.8811 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 153 | 69 | 84 | 153 | 69 | 84 |
Losing Trades | 167 | 91 | 76 | 167 | 91 | 76 |
Profitability (%) | 47.8125 | 43.125 | 52.5 | 47.8125 | 43.125 | 52.5 |
Ratio Avg Win / Avg Loss | 1.5407 | 2.1046 | 1.1374 | 1.1627 | 1.6573 | 0.7972 |
Largest Winning Trade | 103066 | 103066 | 66708 | 768354 | 768354 | 429086 |
Largest Losing Trade | -49374 | -35313 | -49374 | -684994 | -684994 | -417354 |
Avg Bars in Trades | 54 | 38 | 71 | 54 | 38 | 71 |
Avg Bars in Winners | 73 | 49 | 93 | 73 | 49 | 93 |
Avg Bars in Losers | 37 | 28 | 46 | 37 | 28 | 46 |
Bars Traded | 17481 | 6083 | 11398 | 17481 | 6083 | 11398 |
Profit Streak | 0 | 0 | 8.3289 | 0 | 0 | 8.3289 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402587 | 295962 | -54867 | -198854 | -2030 | -579045 |
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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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