Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662202.4264 | 555932.5841 | 106269.8422 | 204952.9524 | 254963.4376 | -50010.4852 |
Total P&L (%) | 662.2024 | 555.9326 | 106.2698 | 204.953 | 254.9634 | -50.0105 |
Avg Daily Profit (%) | 0.3522 | 0.2957 | 0.0565 | 0.0593 | 0.0674 | -0.0369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111275 | -71645 | -153268 | -304082 | -162925 | -287209 |
Profit Factor | 1.6175 | 1.9694 | 1.213 | 1.1118 | 1.2797 | 0.9457 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 43.0894 | 41.4634 | 44.7154 | 43.0894 | 41.4634 | 44.7154 |
Ratio Avg Win / Avg Loss | 2.1364 | 2.7803 | 1.4998 | 1.4684 | 1.8066 | 1.1692 |
Largest Winning Trade | 275276 | 275276 | 80177 | 283917 | 283917 | 105820 |
Largest Losing Trade | -48573 | -48573 | -34809 | -132286 | -77748 | -132286 |
Avg Bars in Trades | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Winners | 68 | 63 | 72 | 68 | 63 | 72 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 11150 | 5177 | 5973 | 11150 | 5177 | 5973 |
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 | 396026 | 325785 | -120167 | -212627 | -105405 | -581394 |
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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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