Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290347.9137 | 198267.0185 | 92080.8952 | 117344.3221 | 124298.8923 | -6954.5702 |
Total P&L (%) | 290.3479 | 198.267 | 92.0809 | 117.3443 | 124.2989 | -6.9546 |
Avg Daily Profit (%) | 0.1543 | 0.1053 | 0.0489 | 0.0413 | 0.0429 | -0.0038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130778 | -66811 | -110538 | -187042 | -67627 | -157109 |
Profit Factor | 1.4398 | 1.6312 | 1.266 | 1.1673 | 1.4023 | 0.9823 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 47.1545 | 49.1803 | 45.1613 | 47.1545 | 49.1803 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.6135 | 1.6856 | 1.5373 | 1.3082 | 1.449 | 1.1928 |
Largest Winning Trade | 75300 | 75300 | 69414 | 91824 | 91824 | 80381 |
Largest Losing Trade | -47336 | -29303 | -47336 | -109725 | -33424 | -109725 |
Avg Bars in Trades | 89 | 61 | 117 | 89 | 61 | 117 |
Avg Bars in Winners | 117 | 68 | 169 | 117 | 68 | 169 |
Avg Bars in Losers | 64 | 53 | 74 | 64 | 53 | 74 |
Bars Traded | 11011 | 3727 | 7284 | 11011 | 3727 | 7284 |
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 | 305963 | -211263 | -282650 | -175056 | -296859 | -735173 |
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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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