Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692525.7996 | 626107.8145 | 66417.9852 | 145749.9634 | 702701.4241 | -556951.4607 |
Total P&L (%) | 692.5258 | 626.1078 | 66.418 | 145.75 | 702.7014 | -556.9515 |
Avg Daily Profit (%) | 0.2875 | 0.26 | 0.0276 | 0.0373 | 0.0865 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137212 | -96649 | -145029 | -1264139 | -736732 | -1110717 |
Profit Factor | 1.7602 | 2.4288 | 1.1405 | 1.0315 | 1.3439 | 0.7839 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 46.5909 | 44.3182 | 48.8636 | 46.5909 | 44.3182 | 48.8636 |
Ratio Avg Win / Avg Loss | 2.0178 | 3.0515 | 1.1935 | 1.1825 | 1.6885 | 0.8203 |
Largest Winning Trade | 347859 | 347859 | 66326 | 575099 | 575099 | 374044 |
Largest Losing Trade | -61970 | -32267 | -61970 | -897830 | -179543 | -897830 |
Avg Bars in Trades | 79 | 71 | 88 | 79 | 71 | 88 |
Avg Bars in Winners | 120 | 104 | 135 | 120 | 104 | 135 |
Avg Bars in Losers | 44 | 44 | 44 | 44 | 44 | 44 |
Bars Traded | 14072 | 6268 | 7804 | 14072 | 6268 | 7804 |
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 | 421898 | 383378 | -223027 | -329250 | -78101 | -581538 |
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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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