Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800415.8062 | 623053.674 | 177362.1321 | 613021.8911 | -215787.5024 | 828809.3935 |
Total P&L (%) | 800.4158 | 623.0537 | 177.3621 | 613.0219 | -215.7875 | 828.8094 |
Avg Daily Profit (%) | 0.5372 | 0.4182 | 0.119 | 0.1319 | 0 | 0.1497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161359 | -160470 | -94450 | -1262981 | -1074880 | -840882 |
Profit Factor | 1.8125 | 2.063 | 1.4445 | 1.0869 | 0.9495 | 1.2975 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 73 | 28 | 45 | 73 | 28 | 45 |
Losing Trades | 161 | 89 | 72 | 161 | 89 | 72 |
Profitability (%) | 31.1966 | 23.9316 | 38.4615 | 31.1966 | 23.9316 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.9973 | 6.5574 | 2.3111 | 2.397 | 3.018 | 2.076 |
Largest Winning Trade | 479629 | 479629 | 57170 | 742790 | 742790 | 324806 |
Largest Losing Trade | -27173 | -27173 | -23829 | -338002 | -338002 | -182711 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Losers | 9 | 12 | 6 | 9 | 12 | 6 |
Bars Traded | 4380 | 2301 | 2079 | 4380 | 2301 | 2079 |
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 | 307723 | -20664 | -36467 | -146180 | -612489 | 141316 |
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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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