Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323602.8678 | 190578.3283 | 133024.5396 | 207418.8008 | 248508.8267 | -41090.0258 |
Total P&L (%) | 323.6029 | 190.5783 | 133.0245 | 207.4188 | 248.5088 | -41.09 |
Avg Daily Profit (%) | 0.1915 | 0.1128 | 0.0787 | 0.0665 | 0.0739 | -0.0313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91771 | -112165 | -72802 | -382116 | -186225 | -323776 |
Profit Factor | 1.3252 | 1.3489 | 1.2963 | 1.1534 | 1.3444 | 0.9348 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Losing Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Profitability (%) | 45.8182 | 45.2555 | 46.3768 | 45.8182 | 45.2555 | 46.3768 |
Ratio Avg Win / Avg Loss | 1.5671 | 1.6317 | 1.4988 | 1.3639 | 1.6263 | 1.0809 |
Largest Winning Trade | 100295 | 100295 | 53245 | 178563 | 178563 | 118429 |
Largest Losing Trade | -26340 | -26340 | -23884 | -107215 | -107215 | -82307 |
Avg Bars in Trades | 35 | 41 | 30 | 35 | 41 | 30 |
Avg Bars in Winners | 42 | 43 | 42 | 42 | 43 | 42 |
Avg Bars in Losers | 29 | 39 | 19 | 29 | 39 | 19 |
Bars Traded | 9840 | 5663 | 4177 | 9840 | 5663 | 4177 |
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 | 313540 | -42975 | -89381 | -156150 | -94829 | -580708 |
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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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