Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750548.608 | 563328.2659 | 187220.3421 | 1032422.7086 | 1091121.2457 | -58698.5371 |
Total P&L (%) | 750.5486 | 563.3283 | 187.2203 | 1032.4227 | 1091.1212 | -58.6985 |
Avg Daily Profit (%) | 0.5097 | 0.3826 | 0.1272 | 0.165 | 0.1684 | -0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138294 | -99571 | -71074 | -3962080 | -3325976 | -1961719 |
Profit Factor | 1.9955 | 2.4294 | 1.5204 | 1.0709 | 1.1497 | 0.9919 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 54 | 18 | 36 | 54 | 18 | 36 |
Losing Trades | 110 | 64 | 46 | 110 | 64 | 46 |
Profitability (%) | 32.9268 | 21.9512 | 43.9024 | 32.9268 | 21.9512 | 43.9024 |
Ratio Avg Win / Avg Loss | 4.065 | 8.6377 | 1.9427 | 2.1814 | 4.0877 | 1.2675 |
Largest Winning Trade | 346049 | 346049 | 66368 | 2858422 | 2858422 | 984788 |
Largest Losing Trade | -23864 | -17738 | -23864 | -869958 | -530635 | -869958 |
Avg Bars in Trades | 106 | 79 | 133 | 106 | 79 | 133 |
Avg Bars in Winners | 235 | 225 | 240 | 235 | 225 | 240 |
Avg Bars in Losers | 43 | 38 | 50 | 43 | 38 | 50 |
Bars Traded | 17488 | 6522 | 10965 | 17488 | 6522 | 10965 |
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 | 313068 | -33483 | -27559 | -139508 | -94721 | -585940 |
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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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