Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455172.2571 | 341695.7536 | 113476.5035 | 193093.4667 | 194564.254 | -1470.7873 |
Total P&L (%) | 455.1723 | 341.6958 | 113.4765 | 193.0935 | 194.5643 | -1.4708 |
Avg Daily Profit (%) | 0.1982 | 0.1488 | 0.0494 | 0.0468 | 0.0471 | -0.0006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117745 | -118125 | -63336 | -702250 | -528501 | -307943 |
Profit Factor | 1.645 | 1.8562 | 1.3701 | 1.0726 | 1.1269 | 0.9987 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 46.3415 | 44.2623 | 48.3871 | 46.3415 | 44.2623 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.9047 | 2.3375 | 1.4614 | 1.2419 | 1.4191 | 1.0653 |
Largest Winning Trade | 185263 | 185263 | 53844 | 646423 | 646423 | 138328 |
Largest Losing Trade | -54622 | -50937 | -54622 | -390248 | -390248 | -219104 |
Avg Bars in Trades | 54 | 66 | 43 | 54 | 66 | 43 |
Avg Bars in Winners | 67 | 82 | 54 | 67 | 82 | 54 |
Avg Bars in Losers | 44 | 54 | 33 | 44 | 54 | 33 |
Bars Traded | 6763 | 4080 | 2683 | 6763 | 4080 | 2683 |
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 | 346473 | -154823 | -281222 | -272168 | -374869 | -733918 |
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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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