Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429337.4053 | 279919.1967 | 149418.2086 | 507804.9594 | 166696.2941 | 341108.6652 |
Total P&L (%) | 429.3374 | 279.9192 | 149.4182 | 507.805 | 166.6963 | 341.1087 |
Avg Daily Profit (%) | 0.2061 | 0.1344 | 0.0717 | 0.0867 | 0.0471 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89147 | -84416 | -50839 | -312069 | -295117 | -125740 |
Profit Factor | 1.7232 | 1.8783 | 1.5434 | 1.3356 | 1.1867 | 1.5499 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 55.6522 | 48.2759 | 63.1579 | 55.6522 | 48.2759 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.3732 | 2.0125 | 0.9003 | 1.0643 | 1.2714 | 0.9041 |
Largest Winning Trade | 105993 | 105993 | 51703 | 337669 | 337669 | 190026 |
Largest Losing Trade | -53077 | -53077 | -38146 | -163477 | -163477 | -125740 |
Avg Bars in Trades | 214 | 175 | 254 | 214 | 175 | 254 |
Avg Bars in Winners | 255 | 219 | 284 | 255 | 219 | 284 |
Avg Bars in Losers | 162 | 134 | 201 | 162 | 134 | 201 |
Bars Traded | 24666 | 10181 | 14485 | 24666 | 10181 | 14485 |
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 | 391180 | -190818 | -275623 | -75501 | -325933 | -276194 |
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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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