Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584445.7248 | 527006.1412 | 57439.5836 | 557426.764 | 1131657.0808 | -574230.3168 |
Total P&L (%) | 584.4457 | 527.0061 | 57.4396 | 557.4268 | 1131.6571 | -574.2303 |
Avg Daily Profit (%) | 0.2338 | 0.2108 | 0.023 | 0.0754 | 0.1005 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97985 | -80579 | -123791 | -1123422 | -739320 | -1056630 |
Profit Factor | 1.4618 | 1.8679 | 1.0873 | 1.0653 | 1.291 | 0.8764 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 155 | 85 | 70 | 155 | 85 | 70 |
Losing Trades | 164 | 75 | 89 | 164 | 75 | 89 |
Profitability (%) | 48.5893 | 53.125 | 44.0252 | 48.5893 | 53.125 | 44.0252 |
Ratio Avg Win / Avg Loss | 1.5467 | 1.6481 | 1.3824 | 1.1272 | 1.1391 | 1.1142 |
Largest Winning Trade | 132968 | 132968 | 68891 | 500564 | 500564 | 420268 |
Largest Losing Trade | -43519 | -32684 | -43519 | -545874 | -236945 | -545874 |
Avg Bars in Trades | 30 | 23 | 38 | 30 | 23 | 38 |
Avg Bars in Winners | 39 | 22 | 59 | 39 | 22 | 59 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 9763 | 3690 | 6073 | 9763 | 3690 | 6073 |
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 | 418685 | 455080 | -289594 | -239459 | -57398 | -581157 |
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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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