Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769018.0505 | 668449.8852 | 100568.1654 | 295268.1536 | 524894.0319 | -229625.8783 |
Total P&L (%) | 769.0181 | 668.4499 | 100.5682 | 295.2682 | 524.894 | -229.6259 |
Avg Daily Profit (%) | 0.411 | 0.3573 | 0.0538 | 0.0735 | 0.098 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183259 | -118608 | -150017 | -575474 | -412053 | -368287 |
Profit Factor | 1.6012 | 1.9942 | 1.1658 | 1.115 | 1.3796 | 0.806 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 96 | 40 | 56 | 96 | 40 | 56 |
Losing Trades | 177 | 97 | 80 | 177 | 97 | 80 |
Profitability (%) | 35.1648 | 29.1971 | 41.1765 | 35.1648 | 29.1971 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.9522 | 4.8359 | 1.6654 | 2.0559 | 3.3456 | 1.1515 |
Largest Winning Trade | 336335 | 336335 | 81515 | 604248 | 604248 | 94116 |
Largest Losing Trade | -31464 | -31464 | -29204 | -109641 | -109641 | -95322 |
Avg Bars in Trades | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Winners | 76 | 77 | 75 | 76 | 77 | 75 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 11104 | 5158 | 5946 | 11104 | 5158 | 5946 |
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 | 307109 | 59877 | -161853 | -192031 | -71567 | -582736 |
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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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