Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516269.3118 | 399486.5533 | 116782.7585 | 131090.2641 | 80943.8735 | 50146.3906 |
Total P&L (%) | 516.2693 | 399.4866 | 116.7828 | 131.0903 | 80.9439 | 50.1464 |
Avg Daily Profit (%) | 0.3479 | 0.2692 | 0.0787 | 0.0565 | 0.04 | 0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120121 | -128747 | -110627 | -481889 | -397212 | -281673 |
Profit Factor | 1.6667 | 2.0399 | 1.2993 | 1.0613 | 1.0766 | 1.0463 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 59 | 20 | 39 | 59 | 20 | 39 |
Losing Trades | 98 | 58 | 40 | 98 | 58 | 40 |
Profitability (%) | 37.5796 | 25.641 | 49.3671 | 37.5796 | 25.641 | 49.3671 |
Ratio Avg Win / Avg Loss | 2.7684 | 5.9158 | 1.3326 | 1.7628 | 3.1223 | 1.0732 |
Largest Winning Trade | 244164 | 244164 | 65867 | 398453 | 398453 | 162880 |
Largest Losing Trade | -54560 | -26624 | -54560 | -190517 | -116319 | -190517 |
Avg Bars in Trades | 55 | 39 | 71 | 55 | 39 | 71 |
Avg Bars in Winners | 93 | 71 | 104 | 93 | 71 | 104 |
Avg Bars in Losers | 32 | 28 | 38 | 32 | 28 | 38 |
Bars Traded | 8728 | 3101 | 5627 | 8728 | 3101 | 5627 |
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 | 304245 | -49357 | -115004 | -273520 | -336069 | -354381 |
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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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