Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629637.5072 | 553781.1654 | 75856.3418 | 163143.2745 | 671778.5019 | -508635.2274 |
Total P&L (%) | 629.6375 | 553.7812 | 75.8563 | 163.1433 | 671.7785 | -508.6352 |
Avg Daily Profit (%) | 0.395 | 0.3474 | 0.0476 | 0.0607 | 0.1283 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166337 | -118303 | -89174 | -1168374 | -811501 | -737569 |
Profit Factor | 1.6635 | 2.1548 | 1.1616 | 1.0334 | 1.2887 | 0.8011 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 74 | 31 | 43 | 74 | 31 | 43 |
Losing Trades | 128 | 70 | 58 | 128 | 70 | 58 |
Profitability (%) | 36.6337 | 30.6931 | 42.5743 | 36.6337 | 30.6931 | 42.5743 |
Ratio Avg Win / Avg Loss | 2.8774 | 4.8657 | 1.5668 | 1.7875 | 2.9099 | 1.0805 |
Largest Winning Trade | 385353 | 385353 | 50530 | 1003969 | 1003969 | 259195 |
Largest Losing Trade | -26972 | -21011 | -26972 | -277063 | -205569 | -277063 |
Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Winners | 90 | 84 | 94 | 90 | 84 | 94 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 9375 | 4059 | 5315 | 9375 | 4059 | 5315 |
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 | 313717 | 201712 | -174205 | -298671 | -28030 | -582284 |
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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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