Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567113.4372 | 488150.789 | 78962.6481 | 438540.625 | 509076.3557 | -70535.7307 |
Total P&L (%) | 567.1134 | 488.1508 | 78.9626 | 438.5406 | 509.0764 | -70.5357 |
Avg Daily Profit (%) | 0.2963 | 0.255 | 0.0413 | 0.088 | 0.0944 | -0.0638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113965 | -121944 | -74631 | -1271163 | -988557 | -626110 |
Profit Factor | 1.6252 | 2.0034 | 1.1877 | 1.0702 | 1.1378 | 0.9723 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 49.2857 | 51.4286 | 47.1429 | 49.2857 | 51.4286 | 47.1429 |
Ratio Avg Win / Avg Loss | 1.6723 | 1.8921 | 1.3317 | 1.1013 | 1.0746 | 1.0902 |
Largest Winning Trade | 231376 | 231376 | 65531 | 946391 | 946391 | 685063 |
Largest Losing Trade | -44203 | -44203 | -28525 | -653189 | -653189 | -310822 |
Avg Bars in Trades | 79 | 62 | 96 | 79 | 62 | 96 |
Avg Bars in Winners | 90 | 55 | 129 | 90 | 55 | 129 |
Avg Bars in Losers | 68 | 70 | 66 | 68 | 70 | 66 |
Bars Traded | 11130 | 4384 | 6746 | 11130 | 4384 | 6746 |
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 | 433101 | -82096 | -247384 | -218644 | -229396 | -674680 |
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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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