Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800600.3128 | 655710.7973 | 144889.5156 | 826058.9037 | 1002998.0181 | -176939.1144 |
Total P&L (%) | 800.6003 | 655.7108 | 144.8895 | 826.0589 | 1002.998 | -176.9391 |
Avg Daily Profit (%) | 0.4254 | 0.3484 | 0.077 | 0.1183 | 0.1277 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133422 | -105153 | -95644 | -999368 | -724797 | -692458 |
Profit Factor | 1.6934 | 2.0551 | 1.2718 | 1.1563 | 1.3449 | 0.9256 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 163 | 87 | 76 | 163 | 87 | 76 |
Profitability (%) | 34.2742 | 29.8387 | 38.7097 | 34.2742 | 29.8387 | 38.7097 |
Ratio Avg Win / Avg Loss | 3.2474 | 4.8324 | 2.0136 | 2.2173 | 3.1624 | 1.4655 |
Largest Winning Trade | 328399 | 328399 | 81553 | 1286730 | 1286730 | 298319 |
Largest Losing Trade | -26502 | -26502 | -19406 | -209072 | -206617 | -209072 |
Avg Bars in Trades | 44 | 42 | 47 | 44 | 42 | 47 |
Avg Bars in Winners | 89 | 89 | 88 | 89 | 89 | 88 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 11157 | 5229 | 5928 | 11157 | 5229 | 5928 |
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 | 300785 | 161983 | -93740 | -86931 | -29433 | -583726 |
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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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