Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259663.1499 | 122098.0755 | 137565.0744 | 53774.2268 | 56740.4174 | -2966.1906 |
Total P&L (%) | 259.6632 | 122.0981 | 137.5651 | 53.7742 | 56.7404 | -2.9662 |
Avg Daily Profit (%) | 0.2525 | 0.1187 | 0.1338 | 0.0419 | 0.0437 | -0.0029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248913 | -111652 | -137260 | -283697 | -169300 | -217585 |
Profit Factor | 1.3857 | 1.3789 | 1.392 | 1.0633 | 1.147 | 0.9936 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 46.4912 | 40.3509 | 52.6316 | 46.4912 | 40.3509 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.5949 | 2.0384 | 1.2528 | 1.2238 | 1.6955 | 0.8942 |
Largest Winning Trade | 135478 | 135478 | 40541 | 145623 | 145623 | 60309 |
Largest Losing Trade | -48941 | -23890 | -48941 | -176825 | -54806 | -176825 |
Avg Bars in Trades | 50 | 52 | 49 | 50 | 52 | 49 |
Avg Bars in Winners | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Losers | 50 | 51 | 48 | 50 | 51 | 48 |
Bars Traded | 5768 | 2968 | 2800 | 5768 | 2968 | 2800 |
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 | 314171 | -216624 | -193508 | -290021 | -376980 | -760492 |
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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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