Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315960.8469 | 215090.0722 | 100870.7747 | 133600.4722 | 536287.7332 | -402687.261 |
Total P&L (%) | 315.9608 | 215.0901 | 100.8708 | 133.6005 | 536.2877 | -402.6873 |
Avg Daily Profit (%) | 0.1869 | 0.1273 | 0.0597 | 0.0502 | 0.1095 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168024 | -78965 | -118892 | -1534680 | -464581 | -1114813 |
Profit Factor | 1.3748 | 1.5118 | 1.2385 | 1.0266 | 1.233 | 0.852 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 114 | 51 | 63 | 114 | 51 | 63 |
Losing Trades | 131 | 71 | 60 | 131 | 71 | 60 |
Profitability (%) | 46.5306 | 41.8033 | 51.2195 | 46.5306 | 41.8033 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.5798 | 2.1047 | 1.1796 | 1.1797 | 1.7166 | 0.8114 |
Largest Winning Trade | 108163 | 108163 | 56078 | 645638 | 645638 | 293454 |
Largest Losing Trade | -35840 | -24936 | -35840 | -633762 | -291966 | -633762 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 58 | 58 | 59 | 58 | 58 | 59 |
Avg Bars in Losers | 25 | 21 | 29 | 25 | 21 | 29 |
Bars Traded | 10013 | 4483 | 5530 | 10013 | 4483 | 5530 |
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 | 327383 | -24055 | -113592 | -317189 | -48961 | -580847 |
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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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