Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635040.7112 | 543834.2595 | 91206.4517 | 18193.2373 | 487224.615 | -469031.3777 |
Total P&L (%) | 635.0407 | 543.8343 | 91.2065 | 18.1932 | 487.2246 | -469.0314 |
Avg Daily Profit (%) | 0.4297 | 0.368 | 0.0617 | 0.0113 | 0.1198 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238704 | -150445 | -145593 | -2441242 | -1515020 | -2050796 |
Profit Factor | 1.6683 | 2.0387 | 1.2138 | 1.002 | 1.109 | 0.9023 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 36.3636 | 28.9157 | 43.9024 | 36.3636 | 28.9157 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.9195 | 5.0119 | 1.5509 | 1.7534 | 2.7264 | 1.1529 |
Largest Winning Trade | 566801 | 566801 | 59556 | 1171960 | 1171960 | 393903 |
Largest Losing Trade | -34843 | -27394 | -34843 | -891798 | -246894 | -891798 |
Avg Bars in Trades | 17 | 14 | 19 | 17 | 14 | 19 |
Avg Bars in Winners | 28 | 24 | 30 | 28 | 24 | 30 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 2846 | 1242 | 1604 | 2846 | 1242 | 1604 |
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 | 323998 | 26537 | -116411 | -407237 | -145112 | -585662 |
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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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