Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950549.9253 | 881083.41 | 69466.5153 | 672432.5201 | 126853.1652 | 545579.3549 |
Total P&L (%) | 950.5499 | 881.0834 | 69.4665 | 672.4325 | 126.8532 | 545.5794 |
Avg Daily Profit (%) | 0.4119 | 0.3818 | 0.0301 | 0.0886 | 0.0355 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118702 | -107019 | -205646 | -1330049 | -940262 | -665611 |
Profit Factor | 1.8509 | 2.549 | 1.1267 | 1.1727 | 1.0569 | 1.3277 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 35.1515 | 32.5301 | 37.8049 | 35.1515 | 32.5301 | 37.8049 |
Ratio Avg Win / Avg Loss | 3.4145 | 5.2869 | 1.8536 | 2.1635 | 2.1922 | 2.1843 |
Largest Winning Trade | 388108 | 388108 | 64126 | 865018 | 865018 | 632333 |
Largest Losing Trade | -55771 | -55771 | -39485 | -368604 | -368604 | -291280 |
Avg Bars in Trades | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Winners | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Losers | 16 | 21 | 10 | 16 | 21 | 10 |
Bars Traded | 4476 | 2503 | 1973 | 4476 | 2503 | 1973 |
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 | 314230 | 263706 | -241700 | -108273 | -309389 | -92164 |
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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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