Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602754.7241 | 522075.1741 | 80679.55 | 246948.6418 | -573283.6 | 820232.2418 |
Total P&L (%) | 602.7547 | 522.0752 | 80.6796 | 246.9486 | -573.2836 | 820.2322 |
Avg Daily Profit (%) | 0.256 | 0.2217 | 0.0343 | 0.0528 | 0 | 0.0943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144028 | -111011 | -168887 | -1544559 | -1383468 | -720950 |
Profit Factor | 1.5139 | 1.9044 | 1.1354 | 1.0361 | 0.8498 | 1.2717 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 140 | 75 | 65 | 140 | 75 | 65 |
Profitability (%) | 40.9283 | 36.9748 | 44.9153 | 40.9283 | 36.9748 | 44.9153 |
Ratio Avg Win / Avg Loss | 2.185 | 3.2462 | 1.3925 | 1.4955 | 1.4485 | 1.5597 |
Largest Winning Trade | 263672 | 263672 | 55403 | 743827 | 743827 | 632447 |
Largest Losing Trade | -34965 | -28186 | -34965 | -356071 | -356071 | -351337 |
Avg Bars in Trades | 58 | 50 | 67 | 58 | 50 | 67 |
Avg Bars in Winners | 91 | 77 | 102 | 91 | 77 | 102 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 13901 | 5962 | 7939 | 13901 | 5962 | 7939 |
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 | 314299 | 235284 | -220876 | -305418 | -584414 | -67857 |
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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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