Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477898.6221 | 446220.8687 | 31677.7534 | 49465.2147 | 225423.5713 | -175958.3565 |
Total P&L (%) | 477.8986 | 446.2209 | 31.6778 | 49.4652 | 225.4236 | -175.9584 |
Avg Daily Profit (%) | 0.1909 | 0.1783 | 0.0127 | 0.0161 | 0.0471 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133623 | -135431 | -142626 | -312567 | -252595 | -352270 |
Profit Factor | 1.5895 | 2.1337 | 1.076 | 1.031 | 1.303 | 0.7929 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 42.7778 | 36.6667 | 48.8889 | 42.7778 | 36.6667 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.1263 | 3.6855 | 1.1249 | 1.3792 | 2.2506 | 0.829 |
Largest Winning Trade | 398713 | 398713 | 59405 | 316288 | 316288 | 86950 |
Largest Losing Trade | -33252 | -23817 | -33252 | -106794 | -77234 | -106794 |
Avg Bars in Trades | 54 | 42 | 65 | 54 | 42 | 65 |
Avg Bars in Winners | 88 | 72 | 100 | 88 | 72 | 100 |
Avg Bars in Losers | 28 | 25 | 32 | 28 | 25 | 32 |
Bars Traded | 9771 | 3846 | 5925 | 9771 | 3846 | 5925 |
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 | 311106 | 215806 | -316611 | -361030 | -134227 | -581523 |
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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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