Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724135.8406 | 703618.2253 | 20517.6153 | 81473.7929 | 159231.3243 | -77757.5313 |
Total P&L (%) | 724.1358 | 703.6182 | 20.5176 | 81.4738 | 159.2313 | -77.7575 |
Avg Daily Profit (%) | 0.3119 | 0.3031 | 0.0088 | 0.0257 | 0.041 | -0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145054 | -177832 | -198890 | -412010 | -343341 | -347167 |
Profit Factor | 1.6845 | 2.3019 | 1.0396 | 1.0481 | 1.1768 | 0.9019 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 41.3793 | 36.2069 | 46.5517 | 41.3793 | 36.2069 | 46.5517 |
Ratio Avg Win / Avg Loss | 2.3863 | 4.0558 | 1.1937 | 1.4848 | 2.0734 | 1.0356 |
Largest Winning Trade | 312918 | 312918 | 62466 | 312815 | 312815 | 105171 |
Largest Losing Trade | -51631 | -46172 | -51631 | -134420 | -134420 | -106711 |
Avg Bars in Trades | 117 | 128 | 105 | 117 | 128 | 105 |
Avg Bars in Winners | 171 | 185 | 161 | 171 | 185 | 161 |
Avg Bars in Losers | 78 | 96 | 57 | 78 | 96 | 57 |
Bars Traded | 13605 | 7469 | 6136 | 13605 | 7469 | 6136 |
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 | 329074 | -172395 | -545881 | -329233 | -348740 | -760507 |
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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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