Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396752.7945 | 332769.293 | 63983.5015 | 162668.2352 | 187469.9926 | -24801.7574 |
Total P&L (%) | 396.7528 | 332.7693 | 63.9835 | 162.6682 | 187.47 | -24.8018 |
Avg Daily Profit (%) | 0.2239 | 0.1878 | 0.0361 | 0.0545 | 0.0596 | -0.0161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70815 | -79435 | -93084 | -175067 | -138944 | -184187 |
Profit Factor | 1.6232 | 2.0971 | 1.1919 | 1.1443 | 1.3629 | 0.9594 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 47.3118 | 45.6522 | 48.9362 | 47.3118 | 45.6522 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.8076 | 2.4965 | 1.2438 | 1.2743 | 1.6225 | 1.0011 |
Largest Winning Trade | 168485 | 168485 | 70618 | 93614 | 90066 | 93614 |
Largest Losing Trade | -69375 | -33890 | -69375 | -128318 | -49698 | -128318 |
Avg Bars in Trades | 55 | 52 | 58 | 55 | 52 | 58 |
Avg Bars in Winners | 81 | 83 | 80 | 81 | 83 | 80 |
Avg Bars in Losers | 32 | 26 | 38 | 32 | 26 | 38 |
Bars Traded | 5169 | 2405 | 2764 | 5169 | 2405 | 2764 |
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 | 363636 | 355933 | -154783 | -182722 | -113365 | -579443 |
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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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