Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382062.7254 | 339246.1346 | 42816.5909 | 180695.0636 | 256651.4887 | -75956.4251 |
Total P&L (%) | 382.0627 | 339.2461 | 42.8166 | 180.6951 | 256.6515 | -75.9564 |
Avg Daily Profit (%) | 0.3668 | 0.3257 | 0.0411 | 0.0991 | 0.1222 | -0.1367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106129 | -76801 | -66283 | -506530 | -358669 | -235741 |
Profit Factor | 1.5148 | 1.8888 | 1.1188 | 1.0894 | 1.2418 | 0.9208 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 134 | 60 | 74 | 134 | 60 | 74 |
Losing Trades | 192 | 103 | 89 | 192 | 103 | 89 |
Profitability (%) | 41.1043 | 36.8098 | 45.3988 | 41.1043 | 36.8098 | 45.3988 |
Ratio Avg Win / Avg Loss | 2.1704 | 3.2425 | 1.3456 | 1.561 | 2.1318 | 1.1074 |
Largest Winning Trade | 305573 | 305573 | 29772 | 533000 | 533000 | 108909 |
Largest Losing Trade | -15826 | -15356 | -15826 | -77258 | -77258 | -77173 |
Avg Bars in Trades | 75 | 70 | 80 | 75 | 70 | 80 |
Avg Bars in Winners | 122 | 119 | 124 | 122 | 119 | 124 |
Avg Bars in Losers | 42 | 41 | 44 | 42 | 41 | 44 |
Bars Traded | 24622 | 11432 | 13190 | 24622 | 11432 | 13190 |
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 | 352781 | 268196 | -231338 | -183412 | -33927 | -580602 |
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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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