Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696585.5637 | 530238.1035 | 166347.4602 | 722726.4788 | 689806.4301 | 32920.0487 |
Total P&L (%) | 696.5856 | 530.2381 | 166.3475 | 722.7265 | 689.8064 | 32.92 |
Avg Daily Profit (%) | 0.3713 | 0.2826 | 0.0887 | 0.1124 | 0.1102 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114368 | -64821 | -156562 | -432889 | -247116 | -443314 |
Profit Factor | 1.7967 | 2.141 | 1.4061 | 1.3489 | 1.6778 | 1.0312 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 42.2619 | 38.0952 | 46.4286 | 42.2619 | 38.0952 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.4546 | 3.4791 | 1.6224 | 1.8428 | 2.7264 | 1.1899 |
Largest Winning Trade | 279195 | 279195 | 78697 | 636855 | 636855 | 245166 |
Largest Losing Trade | -43811 | -43811 | -37350 | -272885 | -135286 | -272885 |
Avg Bars in Trades | 132 | 113 | 152 | 132 | 113 | 152 |
Avg Bars in Winners | 218 | 201 | 231 | 218 | 201 | 231 |
Avg Bars in Losers | 70 | 58 | 83 | 70 | 58 | 83 |
Bars Traded | 22295 | 9522 | 12772 | 22295 | 9522 | 12772 |
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 | 388092 | 282857 | -74463 | -43170 | -47220 | -363312 |
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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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