Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352827.685 | 317307.5316 | 35520.1533 | -62695.1626 | -36266.4873 | -26428.6753 |
Total P&L (%) | 352.8277 | 317.3075 | 35.5202 | -62.6952 | -36.2665 | -26.4287 |
Avg Daily Profit (%) | 0.2012 | 0.1809 | 0.0203 | -0.0562 | -0.0257 | -0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219960 | -226557 | -58738 | -408682 | -361380 | -105718 |
Profit Factor | 1.4133 | 1.559 | 1.1242 | 0.9261 | 0.9372 | 0.9024 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 46.8254 | 42.8571 | 50.7937 | 46.8254 | 42.8571 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.6049 | 2.0786 | 1.0891 | 1.0517 | 1.2497 | 0.8742 |
Largest Winning Trade | 306102 | 306102 | 33116 | 317738 | 317738 | 57557 |
Largest Losing Trade | -51630 | -51630 | -36724 | -179314 | -179314 | -71823 |
Avg Bars in Trades | 163 | 211 | 115 | 163 | 211 | 115 |
Avg Bars in Winners | 166 | 232 | 110 | 166 | 232 | 110 |
Avg Bars in Losers | 160 | 195 | 120 | 160 | 195 | 120 |
Bars Traded | 20592 | 13311 | 7281 | 20592 | 13311 | 7281 |
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 | 310248 | -139500 | -398906 | -580011 | -728847 | -727355 |
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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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