Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686469.3788 | 552784.5318 | 133684.847 | 155611.3272 | 199258.8291 | -43647.5019 |
Total P&L (%) | 686.4694 | 552.7845 | 133.6848 | 155.6113 | 199.2588 | -43.6475 |
Avg Daily Profit (%) | 0.4608 | 0.3711 | 0.0897 | 0.063 | 0.0736 | -0.0385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157638 | -112622 | -96767 | -971250 | -657667 | -536964 |
Profit Factor | 1.6735 | 2.0363 | 1.2752 | 1.0463 | 1.1114 | 0.9723 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 83 | 33 | 50 | 83 | 33 | 50 |
Losing Trades | 101 | 59 | 42 | 101 | 59 | 42 |
Profitability (%) | 45.1087 | 35.8696 | 54.3478 | 45.1087 | 35.8696 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.0364 | 3.6407 | 1.0711 | 1.2732 | 1.9871 | 0.8167 |
Largest Winning Trade | 349279 | 349279 | 49567 | 792441 | 792441 | 112676 |
Largest Losing Trade | -37990 | -30077 | -37990 | -207846 | -207846 | -193771 |
Avg Bars in Trades | 96 | 82 | 109 | 96 | 82 | 109 |
Avg Bars in Winners | 129 | 110 | 141 | 129 | 110 | 141 |
Avg Bars in Losers | 69 | 67 | 71 | 69 | 67 | 71 |
Bars Traded | 17719 | 7628 | 10091 | 17719 | 7628 | 10091 |
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 | 449947 | 272399 | -72964 | -279330 | -197287 | -580522 |
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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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