Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325544.9644 | 279874.4701 | 45670.4943 | 244043.9404 | 329198.4652 | -85154.5247 |
Total P&L (%) | 325.545 | 279.8745 | 45.6705 | 244.0439 | 329.1985 | -85.1545 |
Avg Daily Profit (%) | 0.3125 | 0.2687 | 0.0438 | 0.1187 | 0.14 | -0.183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119711 | -81552 | -85428 | -492695 | -289907 | -362547 |
Profit Factor | 1.5607 | 2.0951 | 1.1405 | 1.1478 | 1.474 | 0.911 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 41.791 | 40.2985 | 43.2836 | 41.791 | 40.2985 | 43.2836 |
Ratio Avg Win / Avg Loss | 2.1738 | 3.1038 | 1.4944 | 1.5987 | 2.1836 | 1.1937 |
Largest Winning Trade | 208116 | 208116 | 58251 | 224088 | 224088 | 120935 |
Largest Losing Trade | -25065 | -13966 | -25065 | -85582 | -74421 | -85582 |
Avg Bars in Trades | 183 | 146 | 221 | 183 | 146 | 221 |
Avg Bars in Winners | 311 | 254 | 364 | 311 | 254 | 364 |
Avg Bars in Losers | 92 | 73 | 111 | 92 | 73 | 111 |
Bars Traded | 24620 | 9809 | 14811 | 24620 | 9809 | 14811 |
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 | 307202 | -108539 | -321620 | -94244 | -124676 | -698681 |
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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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