Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560072.4079 | 528672.2036 | 31400.2042 | 186833.8229 | 299512.7104 | -112678.8876 |
Total P&L (%) | 560.0724 | 528.6722 | 31.4002 | 186.8338 | 299.5127 | -112.6789 |
Avg Daily Profit (%) | 0.2983 | 0.2816 | 0.0167 | 0.0561 | 0.0738 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92947 | -104840 | -78452 | -272388 | -121094 | -252546 |
Profit Factor | 1.619 | 2.1424 | 1.071 | 1.1319 | 1.4271 | 0.8424 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 40.411 | 38.3562 | 42.4658 | 40.411 | 38.3562 | 42.4658 |
Ratio Avg Win / Avg Loss | 2.3874 | 3.4432 | 1.4511 | 1.6691 | 2.2935 | 1.1414 |
Largest Winning Trade | 258312 | 258312 | 46036 | 347370 | 347370 | 133555 |
Largest Losing Trade | -36297 | -36297 | -33844 | -131712 | -54839 | -131712 |
Avg Bars in Trades | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Winners | 64 | 63 | 66 | 64 | 63 | 66 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 5401 | 2537 | 2864 | 5401 | 2537 | 2864 |
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 | 309599 | -63676 | -390769 | -195618 | -168930 | -653999 |
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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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