Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308852.2729 | 271643.4049 | 37208.868 | 57699.1347 | 116343.5234 | -58644.3886 |
Total P&L (%) | 308.8523 | 271.6434 | 37.2089 | 57.6991 | 116.3435 | -58.6444 |
Avg Daily Profit (%) | 0.2965 | 0.2608 | 0.0357 | 0.0437 | 0.0741 | -0.0847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209689 | -181800 | -35579 | -713228 | -585000 | -149626 |
Profit Factor | 1.5098 | 1.605 | 1.2373 | 1.0381 | 1.1022 | 0.8443 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 66 | 24 | 42 | 66 | 24 | 42 |
Losing Trades | 78 | 48 | 30 | 78 | 48 | 30 |
Profitability (%) | 45.8333 | 33.3333 | 58.3333 | 45.8333 | 33.3333 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.7843 | 3.21 | 0.8838 | 1.2268 | 2.2044 | 0.6031 |
Largest Winning Trade | 227667 | 227667 | 15099 | 298675 | 298675 | 67162 |
Largest Losing Trade | -30307 | -30307 | -14508 | -209839 | -209839 | -64296 |
Avg Bars in Trades | 171 | 297 | 45 | 171 | 297 | 45 |
Avg Bars in Winners | 186 | 438 | 42 | 186 | 438 | 42 |
Avg Bars in Losers | 158 | 226 | 49 | 158 | 226 | 49 |
Bars Traded | 24638 | 21396 | 3242 | 24638 | 21396 | 3242 |
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 | 348622 | -74760 | -227713 | -315181 | -286924 | -658878 |
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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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