Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444267.8334 | 352099.7139 | 92168.1196 | 94351.4774 | 106446.5915 | -12095.1141 |
Total P&L (%) | 444.2678 | 352.0997 | 92.1681 | 94.3515 | 106.4466 | -12.0951 |
Avg Daily Profit (%) | 0.2551 | 0.2021 | 0.0529 | 0.0382 | 0.0416 | -0.0074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121290 | -161503 | -40876 | -241193 | -197026 | -178356 |
Profit Factor | 1.5211 | 1.7594 | 1.237 | 1.0707 | 1.1599 | 0.9819 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 43.1655 | 35.7143 | 50.7246 | 43.1655 | 35.7143 | 50.7246 |
Ratio Avg Win / Avg Loss | 2.0028 | 3.167 | 1.2016 | 1.4097 | 2.0879 | 0.9539 |
Largest Winning Trade | 188689 | 188689 | 54714 | 123885 | 123885 | 84946 |
Largest Losing Trade | -43597 | -26444 | -43597 | -173571 | -44720 | -173571 |
Avg Bars in Trades | 73 | 70 | 77 | 73 | 70 | 77 |
Avg Bars in Winners | 102 | 105 | 101 | 102 | 105 | 101 |
Avg Bars in Losers | 51 | 50 | 53 | 51 | 50 | 53 |
Bars Traded | 10260 | 4900 | 5360 | 10260 | 4900 | 5360 |
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 | 300522 | -89038 | -224140 | -286991 | -280817 | -682364 |
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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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