Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513230.3521 | 475382.4384 | 37847.9137 | 107334.5078 | 156296.4831 | -48961.9752 |
Total P&L (%) | 513.2304 | 475.3824 | 37.8479 | 107.3345 | 156.2965 | -48.962 |
Avg Daily Profit (%) | 0.2899 | 0.2685 | 0.0214 | 0.0412 | 0.0532 | -0.038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111132 | -75828 | -81002 | -131264 | -57330 | -117767 |
Profit Factor | 1.9426 | 3.2706 | 1.1129 | 1.1989 | 1.8074 | 0.8585 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 42.6471 | 38.2353 | 47.0588 | 42.6471 | 38.2353 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.6125 | 5.2832 | 1.2521 | 1.6124 | 2.9197 | 0.9658 |
Largest Winning Trade | 282964 | 282964 | 78639 | 111812 | 111812 | 101729 |
Largest Losing Trade | -81002 | -33778 | -81002 | -105547 | -44764 | -105547 |
Avg Bars in Trades | 151 | 114 | 189 | 151 | 114 | 189 |
Avg Bars in Winners | 260 | 190 | 316 | 260 | 190 | 316 |
Avg Bars in Losers | 71 | 67 | 76 | 71 | 67 | 76 |
Bars Traded | 10335 | 3897 | 6438 | 10335 | 3897 | 6438 |
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 | -104141 | 355197 | -264159 | -255093 | -123067 | -581939 |
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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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