Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879290.623 | 879805.7208 | -515.0978 | 166593.2392 | 985150.0341 | -818556.7949 |
Total P&L (%) | 879.2906 | 879.8057 | -0.5151 | 166.5932 | 985.15 | -818.5568 |
Avg Daily Profit (%) | 0.3797 | 0.3799 | -0.0002 | 0.0424 | 0.103 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127449 | -123821 | -128307 | -1338795 | -1068528 | -908317 |
Profit Factor | 1.7743 | 2.5338 | 0.9991 | 1.0255 | 1.2907 | 0.7405 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 38.2166 | 34.1772 | 42.3077 | 38.2166 | 34.1772 | 42.3077 |
Ratio Avg Win / Avg Loss | 2.8684 | 4.88 | 1.3624 | 1.6578 | 2.4857 | 1.0098 |
Largest Winning Trade | 415518 | 415518 | 84436 | 1034936 | 1034936 | 432828 |
Largest Losing Trade | -38495 | -38495 | -37512 | -337735 | -337735 | -267683 |
Avg Bars in Trades | 56 | 49 | 64 | 56 | 49 | 64 |
Avg Bars in Winners | 96 | 85 | 105 | 96 | 85 | 105 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 8937 | 3941 | 4996 | 8937 | 3941 | 4996 |
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 | 330425 | -18705 | -616560 | -331509 | -87012 | -616560 |
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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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