Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420855.1521 | 367837.2666 | 53017.8855 | 162184.4423 | 219357.6116 | -57173.1693 |
Total P&L (%) | 420.8552 | 367.8373 | 53.0179 | 162.1844 | 219.3576 | -57.1732 |
Avg Daily Profit (%) | 0.2262 | 0.1977 | 0.0285 | 0.0518 | 0.0624 | -0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91342 | -105789 | -94067 | -129310 | -89374 | -136943 |
Profit Factor | 1.8157 | 3.055 | 1.1573 | 1.2866 | 2.2357 | 0.8528 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.8157 | 3.055 | 1.1573 | 1.2866 | 2.2357 | 0.8528 |
Largest Winning Trade | 103238 | 103238 | 66087 | 91482 | 91482 | 58663 |
Largest Losing Trade | -75159 | -37785 | -75159 | -91332 | -31699 | -91332 |
Avg Bars in Trades | 158 | 159 | 156 | 158 | 159 | 156 |
Avg Bars in Winners | 228 | 239 | 216 | 228 | 239 | 216 |
Avg Bars in Losers | 87 | 79 | 96 | 87 | 79 | 96 |
Bars Traded | 10748 | 5427 | 5321 | 10748 | 5427 | 5321 |
Profit Streak | 0 | 0 | 182.5437 | 0 | 0 | 182.5437 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102209 | 483148 | -202427 | -237197 | -105313 | -579823 |
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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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