Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389743.9318 | 363516.1272 | 26227.8046 | -2463.9744 | 23625.2902 | -26089.2647 |
Total P&L (%) | 389.7439 | 363.5161 | 26.2278 | -2.464 | 23.6253 | -26.0893 |
Avg Daily Profit (%) | 0.2085 | 0.1945 | 0.014 | -0.0013 | 0.0113 | -0.0162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124855 | -75185 | -163077 | -91585 | -38311 | -108431 |
Profit Factor | 1.5563 | 2.1245 | 1.0695 | 0.9948 | 1.1137 | 0.9026 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 45.2555 | 43.4783 | 47.0588 | 45.2555 | 43.4783 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.8826 | 2.7619 | 1.2032 | 1.2034 | 1.4478 | 1.0154 |
Largest Winning Trade | 289493 | 289493 | 60842 | 43280 | 43280 | 26028 |
Largest Losing Trade | -76886 | -38956 | -76886 | -49731 | -15766 | -49731 |
Avg Bars in Trades | 40 | 30 | 49 | 40 | 30 | 49 |
Avg Bars in Winners | 60 | 47 | 73 | 60 | 47 | 73 |
Avg Bars in Losers | 23 | 17 | 29 | 23 | 17 | 29 |
Bars Traded | 5495 | 2101 | 3394 | 5495 | 2101 | 3394 |
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 | 323012 | -92880 | -432218 | -580593 | -382132 | -689713 |
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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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