Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425036.7214 | 407150.9015 | 17885.8198 | 16002.7637 | 751503.9898 | -735501.2261 |
Total P&L (%) | 425.0367 | 407.1509 | 17.8858 | 16.0028 | 751.504 | -735.5012 |
Avg Daily Profit (%) | 0.1693 | 0.1622 | 0.0071 | 0.0059 | 0.0854 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237961 | -184507 | -135959 | -1067347 | -555124 | -992593 |
Profit Factor | 1.4381 | 1.7591 | 1.0412 | 1.006 | 1.7066 | 0.5449 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 45.3333 | 46.6667 | 44 | 45.3333 | 46.6667 | 44 |
Ratio Avg Win / Avg Loss | 1.7341 | 2.0104 | 1.3252 | 1.2131 | 1.9504 | 0.6935 |
Largest Winning Trade | 225773 | 225773 | 58261 | 564137 | 564137 | 184516 |
Largest Losing Trade | -52475 | -42212 | -52475 | -298417 | -224053 | -298417 |
Avg Bars in Trades | 64 | 70 | 58 | 64 | 70 | 58 |
Avg Bars in Winners | 78 | 80 | 77 | 78 | 80 | 77 |
Avg Bars in Losers | 52 | 62 | 43 | 52 | 62 | 43 |
Bars Traded | 9699 | 5318 | 4381 | 9699 | 5318 | 4381 |
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 | 301277 | -47621 | -426081 | -409461 | -133596 | -640069 |
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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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