Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308828.0459 | 303022.1796 | 5805.8664 | 6395.4518 | 46052.8723 | -39657.4205 |
Total P&L (%) | 308.828 | 303.0222 | 5.8059 | 6.3955 | 46.0529 | -39.6574 |
Avg Daily Profit (%) | 0.2863 | 0.2809 | 0.0054 | 0.0057 | 0.0351 | -0.0468 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159820 | -102904 | -88649 | -788561 | -467637 | -505103 |
Profit Factor | 1.5466 | 2.1359 | 1.0195 | 1.0024 | 1.0355 | 0.972 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
Losing Trades | 85 | 49 | 36 | 85 | 49 | 36 |
Profitability (%) | 42.5676 | 33.7838 | 51.3514 | 42.5676 | 33.7838 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.0867 | 4.1864 | 0.9658 | 1.3524 | 2.0296 | 0.9209 |
Largest Winning Trade | 378126 | 378126 | 42064 | 385118 | 385118 | 172303 |
Largest Losing Trade | -34577 | -21322 | -34577 | -162183 | -133764 | -162183 |
Avg Bars in Trades | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Winners | 42 | 38 | 45 | 42 | 38 | 45 |
Avg Bars in Losers | 40 | 42 | 36 | 40 | 42 | 36 |
Bars Traded | 6077 | 3028 | 3049 | 6077 | 3028 | 3049 |
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 | 308224 | -58389 | -616471 | -571354 | -398759 | -645060 |
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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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