Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021529.3141 | 956292.6738 | 65236.6403 | 278457.4999 | 412390.9393 | -133933.4394 |
Total P&L (%) | 1021.5293 | 956.2927 | 65.2366 | 278.4575 | 412.3909 | -133.9334 |
Avg Daily Profit (%) | 0.5493 | 0.5142 | 0.0351 | 0.0716 | 0.0879 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115648 | -68315 | -65276 | -804199 | -538758 | -403796 |
Profit Factor | 2.5906 | 4.146 | 1.1929 | 1.0678 | 1.2162 | 0.939 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 30.1282 | 26.9231 | 33.3333 | 30.1282 | 26.9231 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.0079 | 11.2534 | 2.3857 | 2.4765 | 3.3011 | 1.8781 |
Largest Winning Trade | 979772 | 979772 | 64566 | 802611 | 802611 | 355425 |
Largest Losing Trade | -27004 | -27004 | -23951 | -228654 | -133961 | -228654 |
Avg Bars in Trades | 34 | 28 | 41 | 34 | 28 | 41 |
Avg Bars in Winners | 88 | 75 | 98 | 88 | 75 | 98 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 5391 | 2191 | 3200 | 5391 | 2191 | 3200 |
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 | 325897 | -37627 | -194569 | -249052 | -130444 | -618939 |
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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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