Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696641.3015 | 597897.0941 | 98744.2074 | 585075.3177 | -57477.5056 | 642552.8233 |
Total P&L (%) | 696.6413 | 597.8971 | 98.7442 | 585.0753 | -57.4775 | 642.5528 |
Avg Daily Profit (%) | 0.2892 | 0.2482 | 0.041 | 0.0799 | -0.0355 | 0.0833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112576 | -73341 | -144933 | -1022689 | -829147 | -375358 |
Profit Factor | 1.9622 | 2.6365 | 1.2753 | 1.1689 | 0.9717 | 1.4478 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 44.2857 | 42.8571 | 45.7143 | 44.2857 | 42.8571 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.4686 | 3.5153 | 1.5145 | 1.4705 | 1.2956 | 1.7192 |
Largest Winning Trade | 278582 | 278582 | 66485 | 523097 | 498436 | 523097 |
Largest Losing Trade | -40741 | -38424 | -40741 | -296156 | -296156 | -228753 |
Avg Bars in Trades | 66 | 55 | 78 | 66 | 55 | 78 |
Avg Bars in Winners | 103 | 83 | 122 | 103 | 83 | 122 |
Avg Bars in Losers | 37 | 33 | 41 | 37 | 33 | 41 |
Bars Traded | 9378 | 3854 | 5524 | 9378 | 3854 | 5524 |
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 | 384317 | -83758 | -233240 | -122463 | -676347 | -175413 |
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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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