Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314361.6866 | 217600.1941 | 96761.4925 | -19923.4446 | 41537.3641 | -61460.8087 |
Total P&L (%) | 314.3617 | 217.6002 | 96.7615 | -19.9234 | 41.5374 | -61.4608 |
Avg Daily Profit (%) | 0.2323 | 0.1608 | 0.0715 | -0.0164 | 0.0257 | -0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171467 | -82697 | -115410 | -135177 | -59935 | -134990 |
Profit Factor | 1.3997 | 1.5552 | 1.2452 | 0.9647 | 1.1744 | 0.8116 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
Profitability (%) | 45.5882 | 36.7647 | 54.4118 | 45.5882 | 36.7647 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.6706 | 2.6749 | 1.0433 | 1.1514 | 2.02 | 0.68 |
Largest Winning Trade | 150046 | 150046 | 35705 | 57776 | 57776 | 37862 |
Largest Losing Trade | -82680 | -24548 | -82680 | -85225 | -33536 | -85225 |
Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Winners | 55 | 58 | 53 | 55 | 58 | 53 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 5268 | 2430 | 2838 | 5268 | 2430 | 2838 |
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 | 300428 | -104564 | -206345 | -580466 | -302830 | -689386 |
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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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