Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367360.0636 | 353534.6041 | 13825.4595 | 48896.6534 | 146129.2194 | -97232.5659 |
Total P&L (%) | 367.3601 | 353.5346 | 13.8255 | 48.8967 | 146.1292 | -97.2326 |
Avg Daily Profit (%) | 0.2075 | 0.1997 | 0.0078 | 0.0225 | 0.0509 | -0.2024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138734 | -102964 | -155618 | -131394 | -66341 | -198597 |
Profit Factor | 1.5598 | 2.2924 | 1.0361 | 1.0802 | 1.6264 | 0.7418 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 42.5287 | 44.186 | 40.9091 | 42.5287 | 44.186 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.1078 | 2.8956 | 1.4966 | 1.4597 | 2.0545 | 1.0716 |
Largest Winning Trade | 158409 | 158409 | 80049 | 63276 | 63276 | 62211 |
Largest Losing Trade | -52759 | -35077 | -52759 | -53024 | -30117 | -53024 |
Avg Bars in Trades | 118 | 107 | 129 | 118 | 107 | 129 |
Avg Bars in Winners | 199 | 174 | 225 | 199 | 174 | 225 |
Avg Bars in Losers | 58 | 54 | 62 | 58 | 54 | 62 |
Bars Traded | 10317 | 4634 | 5683 | 10317 | 4634 | 5683 |
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 | 280601 | 351822 | -413424 | -299265 | -124083 | -582588 |
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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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