Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519415.9423 | 495383.9083 | 24032.034 | 94517.7479 | 42748.6681 | 51769.0798 |
Total P&L (%) | 519.4159 | 495.3839 | 24.032 | 94.5177 | 42.7487 | 51.7691 |
Avg Daily Profit (%) | 0.2775 | 0.2647 | 0.0128 | 0.0356 | 0.019 | 0.0223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108917 | -88338 | -108904 | -265702 | -238018 | -124201 |
Profit Factor | 1.7212 | 2.3637 | 1.0673 | 1.0642 | 1.0544 | 1.0754 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 65 | 25 | 40 | 65 | 25 | 40 |
Losing Trades | 103 | 59 | 44 | 103 | 59 | 44 |
Profitability (%) | 38.6905 | 29.7619 | 47.619 | 38.6905 | 29.7619 | 47.619 |
Ratio Avg Win / Avg Loss | 2.7274 | 5.5783 | 1.1741 | 1.6863 | 2.4883 | 1.1829 |
Largest Winning Trade | 431104 | 431104 | 57242 | 229609 | 229609 | 107950 |
Largest Losing Trade | -45341 | -45341 | -27154 | -65914 | -61451 | -65914 |
Avg Bars in Trades | 65 | 50 | 80 | 65 | 50 | 80 |
Avg Bars in Winners | 117 | 109 | 122 | 117 | 109 | 122 |
Avg Bars in Losers | 33 | 26 | 43 | 33 | 26 | 43 |
Bars Traded | 11060 | 4273 | 6788 | 11060 | 4273 | 6788 |
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 | 304004 | 126707 | -327608 | -297746 | -338184 | -303167 |
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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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