Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663327.5474 | 562974.0593 | 100353.488 | 1131554.0156 | 860433.98 | 271120.0356 |
Total P&L (%) | 663.3275 | 562.9741 | 100.3535 | 1131.554 | 860.434 | 271.12 |
Avg Daily Profit (%) | 0.2649 | 0.2248 | 0.0401 | 0.1003 | 0.0904 | 0.0524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158969 | -100741 | -106312 | -3545045 | -2106751 | -2496433 |
Profit Factor | 1.5972 | 2.0936 | 1.1684 | 1.0841 | 1.1337 | 1.0386 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 51.8018 | 50.4505 | 53.1532 | 51.8018 | 50.4505 | 53.1532 |
Ratio Avg Win / Avg Loss | 1.4861 | 2.0562 | 1.0298 | 1.0087 | 1.1134 | 0.9154 |
Largest Winning Trade | 125077 | 125077 | 64692 | 1035560 | 1035560 | 724105 |
Largest Losing Trade | -46922 | -31975 | -46922 | -911240 | -911240 | -799293 |
Avg Bars in Trades | 43 | 29 | 58 | 43 | 29 | 58 |
Avg Bars in Winners | 52 | 31 | 71 | 52 | 31 | 71 |
Avg Bars in Losers | 35 | 28 | 42 | 35 | 28 | 42 |
Bars Traded | 9742 | 3285 | 6457 | 9742 | 3285 | 6457 |
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 | 427952 | 443083 | -174535 | -185295 | -145311 | -302545 |
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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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