Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505516.24 | 438817.692 | 66698.548 | 43077.9704 | 513776.4181 | -470698.4477 |
Total P&L (%) | 505.5162 | 438.8177 | 66.6985 | 43.078 | 513.7764 | -470.6984 |
Avg Daily Profit (%) | 0.3192 | 0.2771 | 0.0421 | 0.0226 | 0.1147 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171530 | -132975 | -104951 | -1344352 | -665776 | -713329 |
Profit Factor | 1.3729 | 1.6237 | 1.1023 | 1.0061 | 1.1457 | 0.8679 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 165 | 80 | 85 | 165 | 80 | 85 |
Losing Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Profitability (%) | 50.4587 | 48.7805 | 52.1472 | 50.4587 | 48.7805 | 52.1472 |
Ratio Avg Win / Avg Loss | 1.3479 | 1.7049 | 1.0115 | 0.9878 | 1.2029 | 0.7964 |
Largest Winning Trade | 320387 | 320387 | 53661 | 524675 | 524675 | 216297 |
Largest Losing Trade | -42733 | -32489 | -42733 | -396880 | -238610 | -396880 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Losers | 25 | 26 | 25 | 25 | 26 | 25 |
Bars Traded | 9315 | 4647 | 4668 | 9315 | 4647 | 4668 |
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 | 418795 | 412610 | -244038 | -378052 | -99716 | -579923 |
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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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