Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331528.6712 | 241959.3334 | 89569.3378 | 243150.8287 | 244634.8509 | -1484.0222 |
Total P&L (%) | 331.5287 | 241.9593 | 89.5693 | 243.1508 | 244.6349 | -1.484 |
Avg Daily Profit (%) | 0.2344 | 0.1711 | 0.0633 | 0.0872 | 0.0875 | -0.0011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87038 | -65863 | -56370 | -393829 | -275829 | -357866 |
Profit Factor | 1.6317 | 1.9039 | 1.3483 | 1.1278 | 1.2708 | 0.9985 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 47.3214 | 42.8571 | 51.7857 | 47.3214 | 42.8571 | 51.7857 |
Ratio Avg Win / Avg Loss | 1.8164 | 2.5385 | 1.2554 | 1.2555 | 1.6944 | 0.9297 |
Largest Winning Trade | 156874 | 156874 | 33786 | 352172 | 352172 | 138834 |
Largest Losing Trade | -38312 | -32844 | -38312 | -280554 | -137778 | -280554 |
Avg Bars in Trades | 72 | 85 | 59 | 72 | 85 | 59 |
Avg Bars in Winners | 88 | 96 | 82 | 88 | 96 | 82 |
Avg Bars in Losers | 58 | 77 | 35 | 58 | 77 | 35 |
Bars Traded | 8161 | 4803 | 3358 | 8161 | 4803 | 3358 |
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 | 369372 | -171844 | -287821 | -157209 | -257940 | -760601 |
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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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