Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237908.6246 | 183230.7204 | 54677.9042 | 4495.4218 | 645446.0502 | -640950.6284 |
Total P&L (%) | 237.9086 | 183.2307 | 54.6779 | 4.4954 | 645.4461 | -640.9506 |
Avg Daily Profit (%) | 0.1663 | 0.1281 | 0.0382 | 0.0031 | 0.1405 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180819 | -79069 | -138636 | -1631244 | -297499 | -1374747 |
Profit Factor | 1.3384 | 1.583 | 1.1406 | 1.0013 | 1.5577 | 0.7161 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 50.6173 | 49.3827 | 51.8519 | 50.6173 | 49.3827 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.3057 | 1.6225 | 1.0592 | 0.9769 | 1.5966 | 0.665 |
Largest Winning Trade | 70066 | 70066 | 46101 | 327293 | 327293 | 297229 |
Largest Losing Trade | -79505 | -35929 | -79505 | -829743 | -149935 | -829743 |
Avg Bars in Trades | 34 | 31 | 36 | 34 | 31 | 36 |
Avg Bars in Winners | 28 | 29 | 28 | 28 | 29 | 28 |
Avg Bars in Losers | 39 | 33 | 45 | 39 | 33 | 45 |
Bars Traded | 5533 | 2565 | 2968 | 5533 | 2565 | 2968 |
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 | 308876 | -31325 | -220433 | -574304 | -14483 | -592496 |
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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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