Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475569.4579 | 412751.3796 | 62818.0783 | 89698.4261 | 289109.0988 | -199410.6727 |
Total P&L (%) | 475.5695 | 412.7514 | 62.8181 | 89.6984 | 289.1091 | -199.4107 |
Avg Daily Profit (%) | 0.2559 | 0.2221 | 0.0338 | 0.0345 | 0.0732 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249254 | -258084 | -78329 | -1357204 | -1094389 | -451614 |
Profit Factor | 1.4933 | 1.6858 | 1.1735 | 1.0278 | 1.1427 | 0.8336 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 113 | 48 | 65 | 113 | 48 | 65 |
Losing Trades | 153 | 85 | 68 | 153 | 85 | 68 |
Profitability (%) | 42.4812 | 36.0902 | 48.8722 | 42.4812 | 36.0902 | 48.8722 |
Ratio Avg Win / Avg Loss | 2.0219 | 2.9852 | 1.2276 | 1.3917 | 2.0236 | 0.8721 |
Largest Winning Trade | 312364 | 312364 | 43636 | 929813 | 929813 | 199922 |
Largest Losing Trade | -25267 | -25267 | -21903 | -229276 | -229276 | -171340 |
Avg Bars in Trades | 82 | 115 | 49 | 82 | 115 | 49 |
Avg Bars in Winners | 128 | 208 | 68 | 128 | 208 | 68 |
Avg Bars in Losers | 48 | 62 | 31 | 48 | 62 | 31 |
Bars Traded | 21978 | 15357 | 6621 | 21978 | 15357 | 6621 |
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 | 321956 | 194159 | -178554 | -338309 | -163295 | -581418 |
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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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