Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356067.4947 | 283182.2324 | 72885.2623 | 13608.7409 | 94350.5876 | -80741.8467 |
Total P&L (%) | 356.0675 | 283.1822 | 72.8853 | 13.6087 | 94.3506 | -80.7418 |
Avg Daily Profit (%) | 0.1639 | 0.1303 | 0.0335 | 0.0059 | 0.0306 | -0.0758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108267 | -66046 | -180285 | -126041 | -93513 | -191645 |
Profit Factor | 1.4126 | 1.7045 | 1.1581 | 1.0227 | 1.3499 | 0.7544 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 47.1429 | 41.4286 | 52.8571 | 47.1429 | 41.4286 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.5839 | 2.4099 | 1.0329 | 1.1467 | 1.9085 | 0.6728 |
Largest Winning Trade | 84926 | 84926 | 52774 | 55425 | 55425 | 35395 |
Largest Losing Trade | -68538 | -55921 | -68538 | -79738 | -79738 | -76212 |
Avg Bars in Trades | 60 | 79 | 41 | 60 | 79 | 41 |
Avg Bars in Winners | 63 | 86 | 45 | 63 | 86 | 45 |
Avg Bars in Losers | 58 | 75 | 36 | 58 | 75 | 36 |
Bars Traded | 8481 | 5595 | 2885 | 8481 | 5595 | 2885 |
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 | 304383 | -113589 | -288502 | -434733 | -248313 | -674587 |
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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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