Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403866.6578 | 290035.5149 | 113831.1429 | 198510.7636 | 28884.9387 | 169625.8249 |
Total P&L (%) | 403.8667 | 290.0355 | 113.8311 | 198.5108 | 28.8849 | 169.6258 |
Avg Daily Profit (%) | 0.21 | 0.1508 | 0.0592 | 0.0569 | 0.0132 | 0.0516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119458 | -56324 | -134625 | -608529 | -318395 | -313880 |
Profit Factor | 1.5446 | 1.8972 | 1.2722 | 1.1334 | 1.0371 | 1.2389 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 48.8189 | 48.4375 | 49.2063 | 48.8189 | 48.4375 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.6194 | 2.0196 | 1.3132 | 1.1883 | 1.1041 | 1.2789 |
Largest Winning Trade | 134342 | 134342 | 60744 | 217559 | 217559 | 135462 |
Largest Losing Trade | -52742 | -26756 | -52742 | -169804 | -80732 | -169804 |
Avg Bars in Trades | 88 | 77 | 99 | 88 | 77 | 99 |
Avg Bars in Winners | 116 | 101 | 131 | 116 | 101 | 131 |
Avg Bars in Losers | 61 | 54 | 68 | 61 | 54 | 68 |
Bars Traded | 11226 | 4953 | 6273 | 11226 | 4953 | 6273 |
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 | 369871 | -128985 | -260948 | -190818 | -497873 | -271288 |
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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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