Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712635.9858 | 608217.1684 | 104418.8174 | 314924.3527 | 1015426.3199 | -700501.9672 |
Total P&L (%) | 712.636 | 608.2172 | 104.4188 | 314.9244 | 1015.4263 | -700.502 |
Avg Daily Profit (%) | 0.3788 | 0.3233 | 0.0555 | 0.0757 | 0.1283 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251311 | -114024 | -161362 | -1674574 | -817926 | -1033960 |
Profit Factor | 1.9076 | 2.4788 | 1.2793 | 1.079 | 1.5551 | 0.6753 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 43.0108 | 32.6087 | 53.1915 | 43.0108 | 32.6087 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.5276 | 5.1229 | 1.1258 | 1.4297 | 3.2139 | 0.5942 |
Largest Winning Trade | 354761 | 354761 | 76934 | 650998 | 650998 | 277755 |
Largest Losing Trade | -38004 | -36300 | -38004 | -485859 | -485859 | -399899 |
Avg Bars in Trades | 239 | 216 | 262 | 239 | 216 | 262 |
Avg Bars in Winners | 379 | 393 | 370 | 379 | 393 | 370 |
Avg Bars in Losers | 134 | 130 | 139 | 134 | 130 | 139 |
Bars Traded | 22297 | 9949 | 12348 | 22297 | 9949 | 12348 |
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 | 385848 | 256542 | -118347 | -228013 | -25278 | -580283 |
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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) |
---|