Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464653.8272 | 385387.929 | 79265.8982 | 235909.3263 | -296835.8402 | 532745.1665 |
Total P&L (%) | 464.6538 | 385.3879 | 79.2659 | 235.9093 | -296.8358 | 532.7452 |
Avg Daily Profit (%) | 0.4461 | 0.37 | 0.0761 | 0.1164 | 0 | 0.1773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170737 | -155246 | -39231 | -2127056 | -1890346 | -427691 |
Profit Factor | 1.7047 | 1.8317 | 1.4045 | 1.0509 | 0.913 | 1.4355 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 89 | 51 | 38 | 89 | 51 | 38 |
Profitability (%) | 46.3855 | 38.5542 | 54.2169 | 46.3855 | 38.5542 | 54.2169 |
Ratio Avg Win / Avg Loss | 1.9704 | 2.9193 | 1.186 | 1.2147 | 1.4551 | 1.2122 |
Largest Winning Trade | 350384 | 350384 | 21490 | 654889 | 654889 | 235065 |
Largest Losing Trade | -28519 | -28519 | -11815 | -586653 | -586653 | -126148 |
Avg Bars in Trades | 147 | 253 | 41 | 147 | 253 | 41 |
Avg Bars in Winners | 185 | 378 | 48 | 185 | 378 | 48 |
Avg Bars in Losers | 114 | 174 | 33 | 114 | 174 | 33 |
Bars Traded | 24462 | 21005 | 3457 | 24462 | 21005 | 3457 |
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 | 447069 | 279582 | -90409 | -202691 | -583894 | 322926 |
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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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