Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377831.4967 | 337561.7071 | 40269.7896 | 27138.9141 | 45374.8606 | -18235.9465 |
Total P&L (%) | 377.8315 | 337.5617 | 40.2698 | 27.1389 | 45.3749 | -18.2359 |
Avg Daily Profit (%) | 0.2028 | 0.1812 | 0.0216 | 0.0129 | 0.0201 | -0.0108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138946 | -92479 | -141971 | -130627 | -125380 | -120661 |
Profit Factor | 1.4932 | 1.9477 | 1.0982 | 1.0322 | 1.1161 | 0.9597 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 49.0196 | 42.1053 | 55.8442 | 49.0196 | 42.1053 | 55.8442 |
Ratio Avg Win / Avg Loss | 1.5529 | 2.6781 | 0.8684 | 1.0735 | 1.5346 | 0.7588 |
Largest Winning Trade | 138435 | 138435 | 44718 | 98705 | 98705 | 55941 |
Largest Losing Trade | -81891 | -38603 | -81891 | -79712 | -38799 | -79712 |
Avg Bars in Trades | 71 | 58 | 83 | 71 | 58 | 83 |
Avg Bars in Winners | 79 | 72 | 85 | 79 | 72 | 85 |
Avg Bars in Losers | 62 | 48 | 81 | 62 | 48 | 81 |
Bars Traded | 10893 | 4456 | 6437 | 10893 | 4456 | 6437 |
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 | 375878 | -41368 | -321249 | -363690 | -312044 | -621700 |
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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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