Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402776.7352 | 344638.6207 | 58138.1144 | 249028.4026 | 335783.0293 | -86754.6267 |
Total P&L (%) | 402.7767 | 344.6386 | 58.1381 | 249.0284 | 335.783 | -86.7546 |
Avg Daily Profit (%) | 0.3867 | 0.3309 | 0.0558 | 0.1201 | 0.1414 | -0.1939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84371 | -72527 | -55096 | -504319 | -406362 | -255219 |
Profit Factor | 1.5615 | 1.8891 | 1.1764 | 1.1063 | 1.2602 | 0.9175 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 167 | 86 | 81 | 167 | 86 | 81 |
Profitability (%) | 39.0511 | 37.2263 | 40.8759 | 39.0511 | 37.2263 | 40.8759 |
Ratio Avg Win / Avg Loss | 2.4372 | 3.1855 | 1.7016 | 1.7267 | 2.125 | 1.3271 |
Largest Winning Trade | 303572 | 303572 | 23150 | 593523 | 593523 | 102169 |
Largest Losing Trade | -15826 | -15356 | -15826 | -83768 | -76692 | -83768 |
Avg Bars in Trades | 90 | 86 | 93 | 90 | 86 | 93 |
Avg Bars in Winners | 136 | 125 | 146 | 136 | 125 | 146 |
Avg Bars in Losers | 60 | 63 | 57 | 60 | 63 | 57 |
Bars Traded | 24661 | 11812 | 12849 | 24661 | 11812 | 12849 |
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 | 330673 | 258016 | -148311 | -138003 | -8458 | -582850 |
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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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