Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354879.2273 | 278214.9393 | 76664.288 | 110971.5441 | 590967.2607 | -479995.7166 |
Total P&L (%) | 354.8792 | 278.2149 | 76.6643 | 110.9715 | 590.9673 | -479.9957 |
Avg Daily Profit (%) | 0.2215 | 0.1736 | 0.0478 | 0.0466 | 0.1207 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161720 | -128756 | -109128 | -1273653 | -863738 | -705972 |
Profit Factor | 1.4074 | 1.6283 | 1.179 | 1.0269 | 1.2928 | 0.7729 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 53.6424 | 52.6316 | 54.6667 | 53.6424 | 52.6316 | 54.6667 |
Ratio Avg Win / Avg Loss | 1.2163 | 1.4655 | 0.9777 | 0.8874 | 1.1635 | 0.6409 |
Largest Winning Trade | 77940 | 77940 | 71163 | 388928 | 388928 | 133649 |
Largest Losing Trade | -52484 | -29100 | -52484 | -319512 | -319512 | -298641 |
Avg Bars in Trades | 124 | 97 | 152 | 124 | 97 | 152 |
Avg Bars in Winners | 138 | 108 | 167 | 138 | 108 | 167 |
Avg Bars in Losers | 108 | 84 | 134 | 108 | 84 | 134 |
Bars Traded | 18833 | 7391 | 11442 | 18833 | 7391 | 11442 |
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 | 353104 | -39749 | -210340 | -322056 | -80535 | -636853 |
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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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