Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529583.1749 | 449280.0639 | 80303.111 | 286265.0155 | 1218765.3823 | -932500.3668 |
Total P&L (%) | 529.5832 | 449.2801 | 80.3031 | 286.265 | 1218.7654 | -932.5004 |
Avg Daily Profit (%) | 0.3273 | 0.2777 | 0.0496 | 0.0836 | 0.1595 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206020 | -169065 | -149730 | -2019480 | -1137156 | -1552699 |
Profit Factor | 1.5643 | 1.9222 | 1.178 | 1.0473 | 1.3909 | 0.6819 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 45.1977 | 42.6966 | 47.7273 | 45.1977 | 42.6966 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.8968 | 2.5797 | 1.2902 | 1.2699 | 1.8668 | 0.7468 |
Largest Winning Trade | 199991 | 199991 | 48154 | 1327919 | 1327919 | 241950 |
Largest Losing Trade | -46321 | -28416 | -46321 | -762938 | -498848 | -762938 |
Avg Bars in Trades | 107 | 101 | 114 | 107 | 101 | 114 |
Avg Bars in Winners | 156 | 152 | 159 | 156 | 152 | 159 |
Avg Bars in Losers | 67 | 62 | 72 | 67 | 62 | 72 |
Bars Traded | 19064 | 9004 | 10060 | 19064 | 9004 | 10060 |
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 | 395846 | 316026 | -152584 | -250812 | 226297 | -581980 |
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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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