Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482644.0638 | 488769.4684 | -6125.4045 | -44451.6164 | 130174.5203 | -174626.1366 |
Total P&L (%) | 482.6441 | 488.7695 | -6.1254 | -44.4516 | 130.1745 | -174.6261 |
Avg Daily Profit (%) | 0.2525 | 0.2557 | -0.0032 | -0.0307 | 0.0436 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216022 | -140010 | -158359 | -2591975 | -2368970 | -773510 |
Profit Factor | 1.4589 | 1.9385 | 0.9885 | 0.994 | 1.0298 | 0.942 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 44.8718 | 41.0256 | 48.7179 | 44.8718 | 41.0256 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.7923 | 2.7867 | 1.0405 | 1.2212 | 1.4803 | 0.9915 |
Largest Winning Trade | 371244 | 371244 | 38153 | 1183835 | 1183835 | 534036 |
Largest Losing Trade | -65446 | -47191 | -65446 | -1249395 | -1249395 | -567562 |
Avg Bars in Trades | 144 | 139 | 149 | 144 | 139 | 149 |
Avg Bars in Winners | 191 | 180 | 201 | 191 | 180 | 201 |
Avg Bars in Losers | 105 | 110 | 100 | 105 | 110 | 100 |
Bars Traded | 22519 | 10849 | 11670 | 22519 | 10849 | 11670 |
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 | 326102 | -26169 | -614068 | -580288 | -360371 | -615734 |
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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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