Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710842.1566 | 614224.1786 | 96617.978 | 484702.8352 | 623255.1723 | -138552.3371 |
Total P&L (%) | 710.8422 | 614.2242 | 96.618 | 484.7028 | 623.2552 | -138.5523 |
Avg Daily Profit (%) | 0.2951 | 0.255 | 0.0401 | 0.0733 | 0.0822 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136966 | -107898 | -104598 | -2974051 | -2308600 | -1154918 |
Profit Factor | 1.6498 | 2.0637 | 1.1871 | 1.041 | 1.1014 | 0.9756 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 139 | 66 | 73 | 139 | 66 | 73 |
Losing Trades | 181 | 94 | 87 | 181 | 94 | 87 |
Profitability (%) | 43.4375 | 41.25 | 45.625 | 43.4375 | 41.25 | 45.625 |
Ratio Avg Win / Avg Loss | 2.1483 | 2.9392 | 1.4147 | 1.3556 | 1.5686 | 1.1627 |
Largest Winning Trade | 316677 | 316677 | 59876 | 1615747 | 1615747 | 1332809 |
Largest Losing Trade | -43781 | -19861 | -43781 | -646867 | -646867 | -618769 |
Avg Bars in Trades | 44 | 38 | 49 | 44 | 38 | 49 |
Avg Bars in Winners | 65 | 54 | 74 | 65 | 54 | 74 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 14117 | 6204 | 7913 | 14117 | 6204 | 7913 |
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 | 399479 | 335203 | -155477 | -271296 | -193829 | -580529 |
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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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