Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553510.3293 | 513718.7619 | 39791.5674 | 94921.2615 | 149847.3812 | -54926.1198 |
Total P&L (%) | 553.5103 | 513.7188 | 39.7916 | 94.9213 | 149.8474 | -54.9261 |
Avg Daily Profit (%) | 0.2971 | 0.2758 | 0.0214 | 0.0358 | 0.0492 | -0.0428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132770 | -71846 | -103815 | -362323 | -222730 | -252388 |
Profit Factor | 1.9514 | 2.84 | 1.1315 | 1.0614 | 1.2041 | 0.9323 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 40 | 29.8246 | 50 | 40 | 29.8246 | 50 |
Ratio Avg Win / Avg Loss | 2.9271 | 6.6823 | 1.1315 | 1.5921 | 2.8332 | 0.9323 |
Largest Winning Trade | 535356 | 535356 | 58735 | 383144 | 383144 | 111765 |
Largest Losing Trade | -46220 | -25467 | -46220 | -168316 | -79947 | -168316 |
Avg Bars in Trades | 94 | 76 | 112 | 94 | 76 | 112 |
Avg Bars in Winners | 171 | 165 | 174 | 171 | 165 | 174 |
Avg Bars in Losers | 43 | 38 | 51 | 43 | 38 | 51 |
Bars Traded | 10910 | 4367 | 6543 | 10910 | 4367 | 6543 |
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 | 323670 | -174777 | -422502 | -300451 | -315525 | -760833 |
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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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