Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283502.9566 | 226582.5584 | 56920.3982 | -5485.2155 | -24961.8643 | 19476.6488 |
Total P&L (%) | 283.503 | 226.5826 | 56.9204 | -5.4852 | -24.9619 | 19.4766 |
Avg Daily Profit (%) | 0.2084 | 0.1666 | 0.0418 | -0.0041 | -0.0211 | 0.0131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127543 | -84057 | -101055 | -131300 | -66245 | -101493 |
Profit Factor | 1.4668 | 1.7102 | 1.1974 | 0.989 | 0.905 | 1.0824 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 48.2759 | 41.3793 | 55.1724 | 48.2759 | 41.3793 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.5716 | 2.4228 | 0.9729 | 1.0597 | 1.2822 | 0.8795 |
Largest Winning Trade | 246587 | 246587 | 55265 | 56568 | 52749 | 56568 |
Largest Losing Trade | -50679 | -30644 | -50679 | -52285 | -27035 | -52285 |
Avg Bars in Trades | 32 | 27 | 38 | 32 | 27 | 38 |
Avg Bars in Winners | 42 | 26 | 54 | 42 | 26 | 54 |
Avg Bars in Losers | 24 | 27 | 19 | 24 | 27 | 19 |
Bars Traded | 3811 | 1568 | 2244 | 3811 | 1568 | 2244 |
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 | 343611 | -172553 | -322280 | -579473 | -762241 | -493502 |
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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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