Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421990.4378 | 371967.5873 | 50022.8505 | 40874.7212 | -8488.7856 | 49363.5068 |
Total P&L (%) | 421.9904 | 371.9676 | 50.0229 | 40.8747 | -8.4888 | 49.3635 |
Avg Daily Profit (%) | 0.1842 | 0.1624 | 0.0218 | 0.015 | -0.0039 | 0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183309 | -180245 | -90949 | -1644342 | -1641813 | -662685 |
Profit Factor | 1.5059 | 1.8043 | 1.1346 | 1.0091 | 0.997 | 1.0297 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 47.9167 | 40.2778 | 55.5556 | 47.9167 | 40.2778 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.6369 | 2.6754 | 0.9077 | 1.0968 | 1.4783 | 0.8238 |
Largest Winning Trade | 208943 | 208943 | 33617 | 774941 | 774941 | 171173 |
Largest Losing Trade | -44152 | -44152 | -34288 | -540033 | -540033 | -272021 |
Avg Bars in Trades | 61 | 69 | 53 | 61 | 69 | 53 |
Avg Bars in Winners | 76 | 96 | 62 | 76 | 96 | 62 |
Avg Bars in Losers | 47 | 51 | 43 | 47 | 51 | 43 |
Bars Traded | 8854 | 4982 | 3872 | 8854 | 4982 | 3872 |
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 | 342372 | -72516 | -317625 | -385971 | -662350 | -438837 |
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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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