Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762536.9549 | 654866.7317 | 107670.2233 | 20916.5071 | -167920.1496 | 188836.6566 |
Total P&L (%) | 762.537 | 654.8667 | 107.6702 | 20.9165 | -167.9202 | 188.8367 |
Avg Daily Profit (%) | 0.5152 | 0.4425 | 0.0728 | 0.0128 | 0 | 0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217004 | -245474 | -53620 | -1012011 | -1096482 | -135269 |
Profit Factor | 1.7801 | 1.924 | 1.4006 | 1.0081 | 0.9153 | 1.3222 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 86 | 33 | 53 | 86 | 33 | 53 |
Losing Trades | 101 | 60 | 41 | 101 | 60 | 41 |
Profitability (%) | 45.9893 | 35.4839 | 56.383 | 45.9893 | 35.4839 | 56.383 |
Ratio Avg Win / Avg Loss | 2.0906 | 3.4982 | 1.0835 | 1.184 | 1.6642 | 1.0229 |
Largest Winning Trade | 653123 | 653123 | 41079 | 825313 | 825313 | 132216 |
Largest Losing Trade | -51500 | -33758 | -51500 | -279470 | -279470 | -133204 |
Avg Bars in Trades | 23 | 38 | 8 | 23 | 38 | 8 |
Avg Bars in Winners | 23 | 43 | 10 | 23 | 43 | 10 |
Avg Bars in Losers | 23 | 35 | 6 | 23 | 35 | 6 |
Bars Traded | 4402 | 3566 | 836 | 4402 | 3566 | 836 |
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 | 496983 | 281260 | -94305 | -393845 | -583951 | -96192 |
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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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