Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663963.0811 | 538504.8235 | 125458.2577 | 154915.3723 | 401426.3588 | -246510.9864 |
Total P&L (%) | 663.9631 | 538.5048 | 125.4583 | 154.9154 | 401.4264 | -246.511 |
Avg Daily Profit (%) | 0.4472 | 0.3627 | 0.0845 | 0.063 | 0.1086 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162938 | -131025 | -116310 | -1299499 | -665206 | -1065725 |
Profit Factor | 1.6365 | 1.9744 | 1.2558 | 1.0328 | 1.1682 | 0.8945 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 103 | 43 | 60 | 103 | 43 | 60 |
Losing Trades | 111 | 64 | 47 | 111 | 64 | 47 |
Profitability (%) | 48.1308 | 40.1869 | 56.0748 | 48.1308 | 40.1869 | 56.0748 |
Ratio Avg Win / Avg Loss | 1.7636 | 2.9387 | 0.9837 | 1.113 | 1.7388 | 0.7007 |
Largest Winning Trade | 382725 | 382725 | 46997 | 895522 | 895522 | 155502 |
Largest Losing Trade | -34039 | -32262 | -34039 | -507555 | -222794 | -507555 |
Avg Bars in Trades | 41 | 35 | 46 | 41 | 35 | 46 |
Avg Bars in Winners | 51 | 45 | 56 | 51 | 45 | 56 |
Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
Bars Traded | 8797 | 3825 | 4972 | 8797 | 3825 | 4972 |
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 | 491122 | 327363 | -81483 | -292806 | -86406 | -580259 |
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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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