Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505636.3156 | 424869.8502 | 80766.4655 | 379990.2525 | 1266690.971 | -886700.7185 |
Total P&L (%) | 505.6363 | 424.8699 | 80.7665 | 379.9903 | 1266.691 | -886.7007 |
Avg Daily Profit (%) | 0.2559 | 0.215 | 0.0409 | 0.0794 | 0.1324 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178283 | -169059 | -190493 | -2186303 | -1192477 | -1795072 |
Profit Factor | 1.404 | 1.6127 | 1.1447 | 1.0535 | 1.365 | 0.7561 |
Total Trades | 361 | 181 | 180 | 361 | 181 | 180 |
Winning Trades | 156 | 75 | 81 | 156 | 75 | 81 |
Losing Trades | 205 | 106 | 99 | 205 | 106 | 99 |
Profitability (%) | 43.2133 | 41.4365 | 45 | 43.2133 | 41.4365 | 45 |
Ratio Avg Win / Avg Loss | 1.845 | 2.2793 | 1.3991 | 1.3844 | 1.9291 | 0.9242 |
Largest Winning Trade | 111403 | 111403 | 54696 | 771565 | 636808 | 771565 |
Largest Losing Trade | -56134 | -31598 | -56134 | -378383 | -247952 | -378383 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 11672 | 5832 | 5840 | 11672 | 5832 | 5840 |
Profit Streak | 0 | 0 | 489.0407 | 0 | 0 | 489.0407 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345391 | 283114 | -200597 | -249385 | -17168 | -581750 |
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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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