Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413036.965 | 376145.3595 | 36891.6055 | 88677.1122 | 504353.3385 | -415676.2263 |
Total P&L (%) | 413.037 | 376.1454 | 36.8916 | 88.6771 | 504.3533 | -415.6762 |
Avg Daily Profit (%) | 0.2332 | 0.2124 | 0.0208 | 0.0358 | 0.1016 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154919 | -112436 | -90315 | -1151269 | -728527 | -760037 |
Profit Factor | 1.6104 | 2.3704 | 1.0917 | 1.0264 | 1.3837 | 0.7965 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 48.0315 | 50.7937 | 45.3125 | 48.0315 | 50.7937 | 45.3125 |
Ratio Avg Win / Avg Loss | 1.7424 | 2.2964 | 1.3176 | 1.1105 | 1.3405 | 0.9613 |
Largest Winning Trade | 168145 | 168145 | 73832 | 514164 | 372350 | 514164 |
Largest Losing Trade | -71691 | -25153 | -71691 | -695160 | -243129 | -695160 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 57 | 45 | 71 | 57 | 45 | 71 |
Avg Bars in Losers | 23 | 26 | 21 | 23 | 26 | 21 |
Bars Traded | 5104 | 2273 | 2831 | 5104 | 2273 | 2831 |
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 | 378876 | -134335 | -428433 | -336910 | -202887 | -722059 |
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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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