Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420019.7451 | 364564.2345 | 55455.5106 | 23800.7306 | 44851.1462 | -21050.4157 |
Total P&L (%) | 420.0197 | 364.5642 | 55.4555 | 23.8007 | 44.8511 | -21.0504 |
Avg Daily Profit (%) | 0.2016 | 0.175 | 0.0266 | 0.0102 | 0.0178 | -0.0113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119567 | -74073 | -244624 | -190035 | -113965 | -210601 |
Profit Factor | 1.5237 | 1.9911 | 1.1277 | 1.0344 | 1.1444 | 0.9448 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 52.459 | 45.9016 | 59.0164 | 52.459 | 45.9016 | 59.0164 |
Ratio Avg Win / Avg Loss | 1.3808 | 2.3467 | 0.7831 | 0.9374 | 1.3487 | 0.6561 |
Largest Winning Trade | 193569 | 193569 | 65279 | 76955 | 76955 | 58216 |
Largest Losing Trade | -75517 | -25846 | -75517 | -120050 | -37990 | -120050 |
Avg Bars in Trades | 200 | 182 | 218 | 200 | 182 | 218 |
Avg Bars in Winners | 264 | 250 | 274 | 264 | 250 | 274 |
Avg Bars in Losers | 130 | 124 | 138 | 130 | 124 | 138 |
Bars Traded | 24461 | 11126 | 13335 | 24461 | 11126 | 13335 |
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 | 350211 | -152083 | -400500 | -367225 | -395895 | -741289 |
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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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