Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527445.072 | 461847.7255 | 65597.3465 | 246721.3937 | 442322.5028 | -195601.1091 |
Total P&L (%) | 527.4451 | 461.8477 | 65.5973 | 246.7214 | 442.3225 | -195.6011 |
Avg Daily Profit (%) | 0.2669 | 0.2337 | 0.0332 | 0.0629 | 0.0856 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152901 | -130856 | -145100 | -1333700 | -1032925 | -899869 |
Profit Factor | 1.5948 | 2.1392 | 1.1363 | 1.0566 | 1.2104 | 0.9133 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 47.8528 | 43.9024 | 51.8519 | 47.8528 | 43.9024 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.7379 | 2.7335 | 1.0551 | 1.1514 | 1.5466 | 0.848 |
Largest Winning Trade | 144611 | 144611 | 66924 | 601696 | 531520 | 601696 |
Largest Losing Trade | -67207 | -50099 | -67207 | -751883 | -751883 | -545202 |
Avg Bars in Trades | 70 | 64 | 77 | 70 | 64 | 77 |
Avg Bars in Winners | 103 | 94 | 111 | 103 | 94 | 111 |
Avg Bars in Losers | 40 | 40 | 41 | 40 | 40 | 41 |
Bars Traded | 11554 | 5266 | 6288 | 11554 | 5266 | 6288 |
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 | 418502 | 185359 | -231190 | -267113 | -84857 | -592496 |
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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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