Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309070.8085 | 193752.5634 | 115318.2452 | 283274.6916 | 333979.0414 | -50704.3497 |
Total P&L (%) | 309.0708 | 193.7526 | 115.3182 | 283.2747 | 333.979 | -50.7044 |
Avg Daily Profit (%) | 0.1639 | 0.1028 | 0.0612 | 0.0713 | 0.0779 | -0.0375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94085 | -47396 | -92028 | -945212 | -428755 | -851136 |
Profit Factor | 1.4678 | 1.5919 | 1.346 | 1.0786 | 1.1995 | 0.9737 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 54.8148 | 56.7164 | 52.9412 | 54.8148 | 56.7164 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.21 | 1.2149 | 1.1964 | 0.8891 | 0.9154 | 0.8656 |
Largest Winning Trade | 70295 | 70295 | 40358 | 189813 | 159028 | 189813 |
Largest Losing Trade | -53037 | -36378 | -53037 | -420312 | -157097 | -420312 |
Avg Bars in Trades | 40 | 24 | 56 | 40 | 24 | 56 |
Avg Bars in Winners | 38 | 19 | 57 | 38 | 19 | 57 |
Avg Bars in Losers | 43 | 30 | 55 | 43 | 30 | 55 |
Bars Traded | 5461 | 1636 | 3825 | 5461 | 1636 | 3825 |
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 | 338533 | -169470 | -219700 | -232556 | -207260 | -689577 |
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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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