Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713853.4459 | 684570.7956 | 29282.6503 | 106378.3192 | 170958.6016 | -64580.2823 |
Total P&L (%) | 713.8534 | 684.5708 | 29.2827 | 106.3783 | 170.9586 | -64.5803 |
Avg Daily Profit (%) | 0.3076 | 0.295 | 0.0126 | 0.0312 | 0.043 | -0.0447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152343 | -112743 | -149936 | -1227662 | -875596 | -868742 |
Profit Factor | 1.5266 | 2.0476 | 1.0417 | 1.0142 | 1.045 | 0.9825 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 115 | 50 | 65 | 115 | 50 | 65 |
Losing Trades | 179 | 97 | 82 | 179 | 97 | 82 |
Profitability (%) | 39.1156 | 34.0136 | 44.2177 | 39.1156 | 34.0136 | 44.2177 |
Ratio Avg Win / Avg Loss | 2.3762 | 3.9723 | 1.3141 | 1.5786 | 2.0273 | 1.2395 |
Largest Winning Trade | 393790 | 393790 | 59685 | 686748 | 686748 | 418407 |
Largest Losing Trade | -38570 | -36390 | -38570 | -389405 | -230040 | -389405 |
Avg Bars in Trades | 45 | 43 | 48 | 45 | 43 | 48 |
Avg Bars in Winners | 67 | 68 | 67 | 67 | 68 | 67 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 13493 | 6371 | 7122 | 13493 | 6371 | 7122 |
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 | 318317 | 228959 | -356223 | -357662 | -311793 | -581524 |
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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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