Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575517.6988 | 425014.7354 | 150502.9633 | 250990.2505 | 430863.5649 | -179873.3143 |
Total P&L (%) | 575.5177 | 425.0147 | 150.503 | 250.9903 | 430.8636 | -179.8733 |
Avg Daily Profit (%) | 0.3863 | 0.2853 | 0.101 | 0.0843 | 0.1121 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187436 | -149311 | -81228 | -3994005 | -2977665 | -2329138 |
Profit Factor | 1.673 | 1.8353 | 1.4345 | 1.0173 | 1.0524 | 0.9714 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 91 | 40 | 51 | 91 | 40 | 51 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 50.2762 | 43.956 | 56.6667 | 50.2762 | 43.956 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.6546 | 2.34 | 1.097 | 1.0061 | 1.3418 | 0.7428 |
Largest Winning Trade | 309779 | 309779 | 60162 | 2017592 | 2017592 | 661958 |
Largest Losing Trade | -42553 | -30650 | -42553 | -1260577 | -745967 | -1260577 |
Avg Bars in Trades | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Winners | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Losers | 40 | 45 | 32 | 40 | 45 | 32 |
Bars Traded | 8670 | 4517 | 4153 | 8670 | 4517 | 4153 |
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 | 496195 | 330160 | -56642 | -280894 | -208857 | -580227 |
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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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