Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317770.9257 | 282961.665 | 34809.2606 | -67212.3664 | -105087.8695 | 37875.5031 |
Total P&L (%) | 317.7709 | 282.9617 | 34.8093 | -67.2124 | -105.0879 | 37.8755 |
Avg Daily Profit (%) | 0.2151 | 0.1915 | 0.0236 | -0.0754 | 0 | 0.0217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179269 | -176871 | -77802 | -453808 | -425870 | -145512 |
Profit Factor | 1.3329 | 1.4828 | 1.0945 | 0.9481 | 0.8724 | 1.0804 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 49.4048 | 47.619 | 51.1905 | 49.4048 | 47.619 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.3651 | 1.6311 | 1.0436 | 0.9709 | 0.9596 | 1.0302 |
Largest Winning Trade | 274054 | 274054 | 23324 | 273445 | 273445 | 71041 |
Largest Losing Trade | -41465 | -36170 | -41465 | -145512 | -124075 | -145512 |
Avg Bars in Trades | 34 | 52 | 16 | 34 | 52 | 16 |
Avg Bars in Winners | 41 | 65 | 18 | 41 | 65 | 18 |
Avg Bars in Losers | 27 | 39 | 14 | 27 | 39 | 14 |
Bars Traded | 5747 | 4390 | 1357 | 5747 | 4390 | 1357 |
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 | 312611 | 309796 | -280553 | -580129 | -582033 | -298205 |
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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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