Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380413.3733 | 265489.3522 | 114924.0211 | 349435.0383 | 475298.3026 | -125863.2642 |
Total P&L (%) | 380.4134 | 265.4894 | 114.924 | 349.435 | 475.2983 | -125.8633 |
Avg Daily Profit (%) | 0.2252 | 0.1572 | 0.068 | 0.089 | 0.1036 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191092 | -71510 | -129105 | -4290577 | -2181667 | -2135086 |
Profit Factor | 1.6879 | 1.9363 | 1.4266 | 1.039 | 1.1076 | 0.9723 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 42.5926 | 35.8025 | 49.3827 | 42.5926 | 35.8025 | 49.3827 |
Ratio Avg Win / Avg Loss | 2.2751 | 3.472 | 1.4622 | 1.4003 | 1.986 | 0.9967 |
Largest Winning Trade | 180300 | 180300 | 57666 | 1241035 | 1241035 | 999127 |
Largest Losing Trade | -33031 | -25772 | -33031 | -802555 | -602319 | -802555 |
Avg Bars in Trades | 61 | 50 | 72 | 61 | 50 | 72 |
Avg Bars in Winners | 103 | 95 | 109 | 103 | 95 | 109 |
Avg Bars in Losers | 29 | 25 | 35 | 29 | 25 | 35 |
Bars Traded | 9920 | 4087 | 5833 | 9920 | 4087 | 5833 |
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 | 324101 | -6546 | -113423 | -253815 | -173140 | -592976 |
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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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