Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419478.4342 | 411412.2387 | 8066.1955 | 36482.3403 | 86293.5303 | -49811.19 |
Total P&L (%) | 419.4784 | 411.4122 | 8.0662 | 36.4823 | 86.2935 | -49.8112 |
Avg Daily Profit (%) | 0.2158 | 0.2117 | 0.0042 | 0.016 | 0.032 | -0.0355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133975 | -69996 | -151739 | -229457 | -177599 | -212462 |
Profit Factor | 1.5379 | 2.2373 | 1.018 | 1.0306 | 1.1623 | 0.9247 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 42.8571 | 40.2597 | 45.4545 | 42.8571 | 40.2597 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.0505 | 3.3198 | 1.2216 | 1.3741 | 1.7247 | 1.1096 |
Largest Winning Trade | 266832 | 266832 | 60690 | 107605 | 99561 | 107605 |
Largest Losing Trade | -54621 | -38112 | -54621 | -87403 | -52606 | -87403 |
Avg Bars in Trades | 73 | 52 | 95 | 73 | 52 | 95 |
Avg Bars in Winners | 127 | 82 | 166 | 127 | 82 | 166 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 11347 | 4014 | 7333 | 11347 | 4014 | 7333 |
Profit Streak | 0 | 0 | 37.3818 | 0 | 0 | 37.3818 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303634 | -33767 | -596479 | -362858 | -236761 | -621847 |
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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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