Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610545.894 | 485985.3445 | 124560.5495 | 130991.8255 | 1102445.586 | -971453.7604 |
Total P&L (%) | 610.5459 | 485.9853 | 124.5605 | 130.9918 | 1102.4456 | -971.4538 |
Avg Daily Profit (%) | 0.4146 | 0.33 | 0.0846 | 0.0569 | 0.169 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244937 | -159764 | -92495 | -4796112 | -3069632 | -1973379 |
Profit Factor | 1.6009 | 1.8821 | 1.2678 | 1.0098 | 1.1561 | 0.8464 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Losing Trades | 134 | 74 | 60 | 134 | 74 | 60 |
Profitability (%) | 40.1786 | 33.9286 | 46.4286 | 40.1786 | 33.9286 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.3835 | 3.6651 | 1.4628 | 1.5035 | 2.2513 | 0.9766 |
Largest Winning Trade | 411733 | 411733 | 59868 | 3096240 | 3096240 | 594236 |
Largest Losing Trade | -25072 | -19624 | -25072 | -692593 | -692593 | -562216 |
Avg Bars in Trades | 38 | 28 | 48 | 38 | 28 | 48 |
Avg Bars in Winners | 65 | 51 | 75 | 65 | 51 | 75 |
Avg Bars in Losers | 20 | 17 | 25 | 20 | 17 | 25 |
Bars Traded | 8690 | 3227 | 5463 | 8690 | 3227 | 5463 |
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 | 369182 | 218762 | -81776 | -328277 | -46215 | -582423 |
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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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