Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519158.5131 | 407199.3938 | 111959.1193 | 145664.7292 | -56842.6935 | 202507.4227 |
Total P&L (%) | 519.1585 | 407.1994 | 111.9591 | 145.6647 | -56.8427 | 202.5074 |
Avg Daily Profit (%) | 0.3491 | 0.2738 | 0.0753 | 0.0605 | -0.0565 | 0.0745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115062 | -111698 | -52396 | -286238 | -269133 | -186037 |
Profit Factor | 1.717 | 2.067 | 1.327 | 1.1053 | 0.9225 | 1.3116 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 40.7407 | 31.3433 | 50 | 40.7407 | 31.3433 | 50 |
Ratio Avg Win / Avg Loss | 2.4975 | 4.5277 | 1.327 | 1.6078 | 2.0206 | 1.3116 |
Largest Winning Trade | 324944 | 324944 | 66069 | 145809 | 141892 | 145809 |
Largest Losing Trade | -43555 | -37968 | -43555 | -165321 | -59696 | -165321 |
Avg Bars in Trades | 43 | 32 | 54 | 43 | 32 | 54 |
Avg Bars in Winners | 68 | 51 | 78 | 68 | 51 | 78 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 5871 | 2174 | 3697 | 5871 | 2174 | 3697 |
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 | 335620 | -112032 | -201365 | -219001 | -702213 | -202557 |
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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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