Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374631.4195 | 253572.3141 | 121059.1054 | 237931.8418 | 239199.4505 | -1267.6087 |
Total P&L (%) | 374.6314 | 253.5723 | 121.0591 | 237.9318 | 239.1995 | -1.2676 |
Avg Daily Profit (%) | 0.2735 | 0.1851 | 0.0884 | 0.0889 | 0.0892 | -0.0009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109723 | -72667 | -51280 | -268530 | -217971 | -243842 |
Profit Factor | 1.5325 | 1.729 | 1.3403 | 1.1452 | 1.3147 | 0.9986 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 42.3358 | 33.3333 | 51.4706 | 42.3358 | 33.3333 | 51.4706 |
Ratio Avg Win / Avg Loss | 2.0874 | 3.4581 | 1.2637 | 1.5598 | 2.6295 | 0.9415 |
Largest Winning Trade | 148138 | 148138 | 46786 | 138568 | 138568 | 103220 |
Largest Losing Trade | -35900 | -18590 | -35900 | -201608 | -66922 | -201608 |
Avg Bars in Trades | 19 | 17 | 22 | 19 | 17 | 22 |
Avg Bars in Winners | 33 | 32 | 33 | 33 | 32 | 33 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 2693 | 1174 | 1519 | 2693 | 1174 | 1519 |
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 | 306894 | -97390 | -183369 | -136286 | -180757 | -689489 |
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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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