Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334452.4356 | 313686.7103 | 20765.7253 | 60305.1683 | 93477.6972 | -33172.5289 |
Total P&L (%) | 334.4524 | 313.6867 | 20.7657 | 60.3052 | 93.4777 | -33.1725 |
Avg Daily Profit (%) | 0.189 | 0.1772 | 0.0117 | 0.0267 | 0.0373 | -0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124727 | -68555 | -143880 | -219218 | -75009 | -144208 |
Profit Factor | 1.5582 | 2.2347 | 1.0602 | 1.1003 | 1.4013 | 0.9099 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 41.4634 | 43.9024 | 39.0244 | 41.4634 | 43.9024 | 39.0244 |
Ratio Avg Win / Avg Loss | 2.1998 | 2.8555 | 1.6565 | 1.5534 | 1.7905 | 1.4217 |
Largest Winning Trade | 137294 | 137294 | 75618 | 107320 | 59886 | 107320 |
Largest Losing Trade | -56142 | -31664 | -56142 | -60976 | -31664 | -60976 |
Avg Bars in Trades | 254 | 222 | 286 | 254 | 222 | 286 |
Avg Bars in Winners | 425 | 325 | 537 | 425 | 325 | 537 |
Avg Bars in Losers | 134 | 142 | 126 | 134 | 142 | 126 |
Bars Traded | 20890 | 9134 | 11756 | 20890 | 9134 | 11756 |
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 | -1797 | 336390 | -341009 | -279052 | -143597 | -583343 |
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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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