Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780888.2915 | 723433.309 | 57454.9826 | 144189.8772 | 207693.1123 | -63503.2351 |
Total P&L (%) | 780.8883 | 723.4333 | 57.455 | 144.1899 | 207.6931 | -63.5032 |
Avg Daily Profit (%) | 0.4201 | 0.3892 | 0.0309 | 0.048 | 0.0605 | -0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120096 | -128884 | -50924 | -880631 | -750458 | -388512 |
Profit Factor | 1.9449 | 2.6268 | 1.1505 | 1.0352 | 1.0942 | 0.9665 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 34.3558 | 28.3951 | 40.2439 | 34.3558 | 28.3951 | 40.2439 |
Ratio Avg Win / Avg Loss | 3.7161 | 6.624 | 1.7083 | 1.9779 | 2.7593 | 1.435 |
Largest Winning Trade | 717506 | 717506 | 65016 | 550861 | 550861 | 272868 |
Largest Losing Trade | -24241 | -24241 | -20496 | -188203 | -154804 | -188203 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 5510 | 2348 | 3162 | 5510 | 2348 | 3162 |
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 | 301771 | -11867 | -214548 | -314698 | -254478 | -587363 |
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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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