Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1998801.6407 | 2147012.4529 | -148210.8122 | -80202.3339 | 376543.4327 | -456745.7666 |
Total P&L (%) | 1998.8016 | 2147.0125 | -148.2108 | -80.2023 | 376.5434 | -456.7458 |
Avg Daily Profit (%) | 0.8634 | 0.9274 | -0.064 | -0.0699 | 0.0675 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -280393 | -166105 | -164537 | -970056 | -473544 | -563335 |
Profit Factor | 2.9251 | 5.461 | 0.7339 | 0.9554 | 1.4985 | 0.5613 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 43.6364 | 42.1687 | 45.122 | 43.6364 | 42.1687 | 45.122 |
Ratio Avg Win / Avg Loss | 3.7782 | 7.4894 | 0.8926 | 1.234 | 2.055 | 0.6826 |
Largest Winning Trade | 2187597 | 2187597 | 86666 | 537896 | 537896 | 223922 |
Largest Losing Trade | -50613 | -43028 | -50613 | -498625 | -215683 | -498625 |
Avg Bars in Trades | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Winners | 74 | 63 | 85 | 74 | 63 | 85 |
Avg Bars in Losers | 33 | 31 | 34 | 33 | 31 | 34 |
Bars Traded | 8463 | 3749 | 4714 | 8463 | 3749 | 4714 |
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 | 619058 | 649156 | -587133 | -580721 | -103817 | -587133 |
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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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