Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517829.6145 | 461096.095 | 56733.5195 | 183581.1815 | -50000.692 | 233581.8735 |
Total P&L (%) | 517.8296 | 461.0961 | 56.7335 | 183.5812 | -50.0007 | 233.5819 |
Avg Daily Profit (%) | 0.2717 | 0.2419 | 0.0298 | 0.0547 | -0.0364 | 0.0632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171970 | -117272 | -161010 | -1721334 | -1418105 | -891321 |
Profit Factor | 1.6756 | 2.306 | 1.1372 | 1.0331 | 0.9827 | 1.0882 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 42.3358 | 42.6471 | 42.029 | 42.3358 | 42.6471 | 42.029 |
Ratio Avg Win / Avg Loss | 2.2823 | 3.1012 | 1.5686 | 1.4072 | 1.3216 | 1.5009 |
Largest Winning Trade | 291289 | 291289 | 51840 | 617208 | 617208 | 468988 |
Largest Losing Trade | -57347 | -30211 | -57347 | -445370 | -445370 | -311180 |
Avg Bars in Trades | 162 | 137 | 186 | 162 | 137 | 186 |
Avg Bars in Winners | 223 | 191 | 254 | 223 | 191 | 254 |
Avg Bars in Losers | 117 | 97 | 136 | 117 | 97 | 136 |
Bars Traded | 22205 | 9359 | 12846 | 22205 | 9359 | 12846 |
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 | 331451 | -99947 | -327504 | -306582 | -691428 | -335980 |
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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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