Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292741.578 | 270349.4086 | 22392.1694 | 23735.7184 | 117395.7214 | -93660.0031 |
Total P&L (%) | 292.7416 | 270.3494 | 22.3922 | 23.7357 | 117.3957 | -93.66 |
Avg Daily Profit (%) | 0.1547 | 0.1429 | 0.0118 | 0.0113 | 0.0411 | -0.1457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117144 | -139798 | -72257 | -422650 | -457183 | -211884 |
Profit Factor | 1.3602 | 1.473 | 1.0929 | 1.0116 | 1.082 | 0.8472 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 67.4847 | 66.6667 | 68.2927 | 67.4847 | 66.6667 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.6554 | 0.7365 | 0.5074 | 0.4874 | 0.541 | 0.3934 |
Largest Winning Trade | 46444 | 46444 | 19852 | 150010 | 150010 | 47668 |
Largest Losing Trade | -54644 | -54644 | -31661 | -273412 | -273412 | -118039 |
Avg Bars in Trades | 34 | 65 | 2 | 34 | 65 | 2 |
Avg Bars in Winners | 11 | 21 | 1 | 11 | 21 | 1 |
Avg Bars in Losers | 81 | 155 | 4 | 81 | 155 | 4 |
Bars Traded | 5562 | 5343 | 219 | 5562 | 5343 | 219 |
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 | 329038 | -12330 | -303868 | -388503 | -279619 | -582309 |
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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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