Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646286.2259 | 580559.9617 | 65726.2642 | -1907.3233 | 5849.8307 | -7757.154 |
Total P&L (%) | 646.2862 | 580.56 | 65.7263 | -1.9073 | 5.8498 | -7.7572 |
Avg Daily Profit (%) | 0.2746 | 0.2467 | 0.0279 | -0.0008 | 0.0024 | -0.0034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143615 | -84601 | -226237 | -144656 | -111602 | -220916 |
Profit Factor | 1.7848 | 2.482 | 1.1522 | 0.9974 | 1.0171 | 0.9797 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 40.9524 | 33.9623 | 48.0769 | 40.9524 | 33.9623 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.5734 | 4.8261 | 1.2444 | 1.4381 | 1.9777 | 1.0581 |
Largest Winning Trade | 449767 | 449767 | 66233 | 93330 | 93330 | 51852 |
Largest Losing Trade | -84971 | -26887 | -84971 | -74291 | -27198 | -74291 |
Avg Bars in Trades | 66 | 57 | 74 | 66 | 57 | 74 |
Avg Bars in Winners | 111 | 108 | 113 | 111 | 108 | 113 |
Avg Bars in Losers | 35 | 31 | 39 | 35 | 31 | 39 |
Bars Traded | 6956 | 3058 | 3899 | 6956 | 3058 | 3899 |
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 | 317551 | -173403 | -389754 | -582350 | -742518 | -759914 |
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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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