Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649869.7314 | 525965.0136 | 123904.7178 | 338258.1837 | 496622.5038 | -158364.3201 |
Total P&L (%) | 649.8697 | 525.965 | 123.9047 | 338.2582 | 496.6225 | -158.3643 |
Avg Daily Profit (%) | 0.3459 | 0.2799 | 0.0659 | 0.0787 | 0.0951 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115074 | -92815 | -153119 | -651984 | -284706 | -455686 |
Profit Factor | 1.5876 | 1.9396 | 1.2268 | 1.1588 | 1.4908 | 0.8583 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 41.8478 | 40.2174 | 43.4783 | 41.8478 | 40.2174 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.2061 | 2.8832 | 1.5949 | 1.6103 | 2.2161 | 1.1158 |
Largest Winning Trade | 306297 | 306297 | 83062 | 622222 | 622222 | 231036 |
Largest Losing Trade | -45619 | -45619 | -30097 | -241973 | -110786 | -241973 |
Avg Bars in Trades | 121 | 111 | 130 | 121 | 111 | 130 |
Avg Bars in Winners | 183 | 170 | 196 | 183 | 170 | 196 |
Avg Bars in Losers | 75 | 72 | 79 | 75 | 72 | 79 |
Bars Traded | 22280 | 10279 | 12000 | 22280 | 10279 | 12000 |
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 | 361093 | 298508 | -106972 | -134819 | -67744 | -581956 |
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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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