Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621746.5553 | 538997.81 | 82748.7453 | 92084.5676 | 1115848.8991 | -1023764.3315 |
Total P&L (%) | 621.7466 | 538.9978 | 82.7487 | 92.0846 | 1115.8489 | -1023.7643 |
Avg Daily Profit (%) | 0.2644 | 0.2292 | 0.0352 | 0.0278 | 0.1063 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178879 | -100319 | -216238 | -1198852 | -524649 | -1653740 |
Profit Factor | 1.5872 | 1.9463 | 1.1691 | 1.0247 | 1.7701 | 0.5505 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 40.6452 | 35.8974 | 45.4545 | 40.6452 | 35.8974 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.3178 | 3.4756 | 1.403 | 1.4964 | 3.1608 | 0.6606 |
Largest Winning Trade | 232933 | 232933 | 59396 | 899975 | 899975 | 126038 |
Largest Losing Trade | -73620 | -33613 | -73620 | -947008 | -115514 | -947008 |
Avg Bars in Trades | 59 | 59 | 60 | 59 | 59 | 60 |
Avg Bars in Winners | 98 | 102 | 94 | 98 | 102 | 94 |
Avg Bars in Losers | 33 | 35 | 31 | 33 | 35 | 31 |
Bars Traded | 9278 | 4655 | 4623 | 9278 | 4655 | 4623 |
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 | 313649 | -27958 | -224100 | -351962 | -87258 | -624503 |
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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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