Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327233.8446 | 234238.7525 | 92995.0921 | 109840.7197 | 159217.9685 | -49377.2488 |
Total P&L (%) | 327.2338 | 234.2388 | 92.9951 | 109.8407 | 159.218 | -49.3772 |
Avg Daily Profit (%) | 0.2393 | 0.1713 | 0.068 | 0.0542 | 0.0697 | -0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136861 | -109957 | -78258 | -221260 | -120460 | -177290 |
Profit Factor | 1.3955 | 1.611 | 1.2095 | 1.1147 | 1.3958 | 0.9111 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 45.7143 | 37.1429 | 54.2857 | 45.7143 | 37.1429 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.6572 | 2.7263 | 1.0185 | 1.3237 | 2.3621 | 0.7673 |
Largest Winning Trade | 70319 | 70319 | 54168 | 86258 | 75308 | 86258 |
Largest Losing Trade | -45712 | -28329 | -45712 | -91327 | -45710 | -91327 |
Avg Bars in Trades | 57 | 47 | 67 | 57 | 47 | 67 |
Avg Bars in Winners | 82 | 70 | 91 | 82 | 70 | 91 |
Avg Bars in Losers | 36 | 34 | 40 | 36 | 34 | 40 |
Bars Traded | 8070 | 3325 | 4745 | 8070 | 3325 | 4745 |
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 | 303827 | -89032 | -196228 | -216211 | -197581 | -674402 |
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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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