Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551759.7457 | 465748.1336 | 86011.6121 | 12362.2527 | -298776.8015 | 311139.0541 |
Total P&L (%) | 551.7597 | 465.7481 | 86.0116 | 12.3623 | -298.7768 | 311.1391 |
Avg Daily Profit (%) | 0.3737 | 0.3154 | 0.0583 | 0.0079 | 0 | 0.0958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167691 | -128070 | -93075 | -898245 | -789532 | -418488 |
Profit Factor | 1.6213 | 1.9733 | 1.21 | 1.0029 | 0.8782 | 1.1654 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Profitability (%) | 44.3089 | 42.2764 | 46.3415 | 44.3089 | 42.2764 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.0378 | 2.6943 | 1.4011 | 1.2605 | 1.199 | 1.3494 |
Largest Winning Trade | 437724 | 437724 | 66059 | 613104 | 613104 | 313005 |
Largest Losing Trade | -48671 | -29977 | -48671 | -268895 | -268895 | -215162 |
Avg Bars in Trades | 35 | 28 | 42 | 35 | 28 | 42 |
Avg Bars in Winners | 51 | 35 | 65 | 51 | 35 | 65 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 8688 | 3460 | 5228 | 8688 | 3460 | 5228 |
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 | 419965 | 338508 | -117250 | -492880 | -582064 | -105278 |
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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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