Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405947.0634 | 322259.6567 | 83687.4067 | 85256.3513 | 139099.7008 | -53843.3494 |
Total P&L (%) | 405.9471 | 322.2597 | 83.6874 | 85.2564 | 139.0997 | -53.8433 |
Avg Daily Profit (%) | 0.2135 | 0.1695 | 0.044 | 0.0324 | 0.0459 | -0.0407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120137 | -170597 | -182594 | -565531 | -702721 | -610894 |
Profit Factor | 1.3358 | 1.5072 | 1.146 | 1.0227 | 1.0703 | 0.9696 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Losing Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Profitability (%) | 43.7909 | 40.5229 | 47.0588 | 43.7909 | 40.5229 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.7147 | 2.2122 | 1.2892 | 1.3128 | 1.571 | 1.0908 |
Largest Winning Trade | 135006 | 135006 | 51767 | 280808 | 280808 | 191553 |
Largest Losing Trade | -42124 | -30962 | -42124 | -164742 | -153272 | -164742 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 54 | 50 | 56 | 54 | 50 | 56 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 11235 | 5320 | 5915 | 11235 | 5320 | 5915 |
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 | 300101 | 229759 | -194996 | -345894 | -277161 | -580008 |
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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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