Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707721.0255 | 701851.2154 | 5869.8101 | -36401.4435 | 20762.8998 | -57164.3433 |
Total P&L (%) | 707.721 | 701.8512 | 5.8698 | -36.4014 | 20.7629 | -57.1643 |
Avg Daily Profit (%) | 0.3067 | 0.3042 | 0.0025 | -0.0196 | 0.0082 | -0.0367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152010 | -163056 | -248286 | -93795 | -87311 | -136203 |
Profit Factor | 1.5393 | 2.0298 | 1.0093 | 0.9459 | 1.0569 | 0.8145 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 41.8994 | 38.8889 | 44.9438 | 41.8994 | 38.8889 | 44.9438 |
Ratio Avg Win / Avg Loss | 2.1345 | 3.1897 | 1.2364 | 1.3117 | 1.6608 | 0.9977 |
Largest Winning Trade | 308676 | 308676 | 58648 | 85936 | 85936 | 33503 |
Largest Losing Trade | -81742 | -41413 | -81742 | -72997 | -32626 | -72997 |
Avg Bars in Trades | 75 | 86 | 64 | 75 | 86 | 64 |
Avg Bars in Winners | 109 | 123 | 96 | 109 | 123 | 96 |
Avg Bars in Losers | 51 | 63 | 38 | 51 | 63 | 38 |
Bars Traded | 13545 | 7793 | 5752 | 13545 | 7793 | 5752 |
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 | 338211 | 293453 | -567765 | -581324 | -349740 | -583060 |
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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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