Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328488.0263 | 316794.5054 | 11693.5209 | 45117.0123 | 88483.5925 | -43366.5802 |
Total P&L (%) | 328.488 | 316.7945 | 11.6935 | 45.117 | 88.4836 | -43.3666 |
Avg Daily Profit (%) | 0.1855 | 0.1789 | 0.0066 | 0.021 | 0.0358 | -0.0321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113595 | -95806 | -167012 | -83917 | -36397 | -132078 |
Profit Factor | 1.4842 | 2.268 | 1.0273 | 1.0957 | 1.5563 | 0.8612 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 45.5285 | 40.9836 | 50 | 45.5285 | 40.9836 | 50 |
Ratio Avg Win / Avg Loss | 1.7757 | 3.2659 | 1.0273 | 1.3109 | 2.2411 | 0.8612 |
Largest Winning Trade | 173576 | 173576 | 70691 | 60299 | 60071 | 60299 |
Largest Losing Trade | -49850 | -31610 | -49850 | -46266 | -19795 | -46266 |
Avg Bars in Trades | 55 | 48 | 63 | 55 | 48 | 63 |
Avg Bars in Winners | 92 | 87 | 96 | 92 | 87 | 96 |
Avg Bars in Losers | 25 | 20 | 31 | 25 | 20 | 31 |
Bars Traded | 6882 | 2930 | 3952 | 6882 | 2930 | 3952 |
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 | 302590 | -153706 | -641786 | -283189 | -307766 | -734958 |
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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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