Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508288.1089 | 364695.8754 | 143592.2335 | 61783.0732 | 86432.5192 | -24649.4461 |
Total P&L (%) | 508.2881 | 364.6959 | 143.5922 | 61.7831 | 86.4325 | -24.6494 |
Avg Daily Profit (%) | 0.2816 | 0.202 | 0.0795 | 0.0267 | 0.0345 | -0.0157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209820 | -178070 | -81997 | -1279164 | -734058 | -691785 |
Profit Factor | 1.6548 | 1.7669 | 1.4776 | 1.0233 | 1.0565 | 0.9781 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 40.3846 | 32.6923 | 48.0769 | 40.3846 | 32.6923 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.4428 | 3.6377 | 1.5958 | 1.5105 | 2.1751 | 1.0564 |
Largest Winning Trade | 316582 | 316582 | 60250 | 567236 | 567236 | 395746 |
Largest Losing Trade | -58242 | -37946 | -58242 | -609640 | -289418 | -609640 |
Avg Bars in Trades | 66 | 75 | 57 | 66 | 75 | 57 |
Avg Bars in Winners | 93 | 118 | 76 | 93 | 118 | 76 |
Avg Bars in Losers | 48 | 55 | 40 | 48 | 55 | 40 |
Bars Traded | 6951 | 3948 | 3003 | 6951 | 3948 | 3003 |
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 | 302628 | -176075 | -265274 | -355113 | -491146 | -759914 |
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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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