Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510077.7708 | 465311.1344 | 44766.6363 | 70196.3073 | 249685.6746 | -179489.3673 |
Total P&L (%) | 510.0778 | 465.3111 | 44.7666 | 70.1963 | 249.6857 | -179.4894 |
Avg Daily Profit (%) | 0.2449 | 0.2234 | 0.0215 | 0.0255 | 0.0601 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166986 | -164119 | -76665 | -3652994 | -3098284 | -1436312 |
Profit Factor | 1.3562 | 1.603 | 1.0678 | 1.0055 | 1.0338 | 0.9671 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Losing Trades | 173 | 85 | 88 | 173 | 85 | 88 |
Profitability (%) | 46.1059 | 47.205 | 45 | 46.1059 | 47.205 | 45 |
Ratio Avg Win / Avg Loss | 1.5853 | 1.7929 | 1.3051 | 1.1753 | 1.1562 | 1.182 |
Largest Winning Trade | 247655 | 247655 | 38494 | 1785402 | 1785402 | 461211 |
Largest Losing Trade | -29714 | -29232 | -29714 | -814837 | -814837 | -544836 |
Avg Bars in Trades | 77 | 92 | 61 | 77 | 92 | 61 |
Avg Bars in Winners | 88 | 96 | 81 | 88 | 96 | 81 |
Avg Bars in Losers | 66 | 89 | 45 | 66 | 89 | 45 |
Bars Traded | 24729 | 14902 | 9827 | 24729 | 14902 | 9827 |
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 | 364485 | 362037 | -313553 | -373108 | -296796 | -580773 |
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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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