Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654970.7338 | 618764.2411 | 36206.4927 | 26962.3337 | 347754.6361 | -320792.3025 |
Total P&L (%) | 654.9707 | 618.7642 | 36.2065 | 26.9623 | 347.7546 | -320.7923 |
Avg Daily Profit (%) | 0.2718 | 0.2567 | 0.015 | 0.0099 | 0.0622 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182823 | -102475 | -178572 | -529050 | -141232 | -521108 |
Profit Factor | 1.6677 | 2.1166 | 1.0848 | 1.017 | 1.469 | 0.6197 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 39.2857 | 36.9048 | 41.6667 | 39.2857 | 36.9048 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.5773 | 3.6187 | 1.5187 | 1.5717 | 2.5116 | 0.8676 |
Largest Winning Trade | 315058 | 315058 | 61944 | 395478 | 395478 | 120937 |
Largest Losing Trade | -69140 | -38769 | -69140 | -340788 | -61255 | -340788 |
Avg Bars in Trades | 27 | 32 | 22 | 27 | 32 | 22 |
Avg Bars in Winners | 42 | 45 | 39 | 42 | 45 | 39 |
Avg Bars in Losers | 17 | 24 | 10 | 17 | 24 | 10 |
Bars Traded | 4618 | 2701 | 1917 | 4618 | 2701 | 1917 |
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 | 316842 | 256540 | -304740 | -386691 | -113037 | -584070 |
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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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