Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508788.6639 | 489672.9957 | 19115.6681 | 63609.7069 | 14766.1459 | 48843.5611 |
Total P&L (%) | 508.7887 | 489.673 | 19.1157 | 63.6097 | 14.7661 | 48.8436 |
Avg Daily Profit (%) | 0.2731 | 0.2628 | 0.0103 | 0.0264 | 0.0074 | 0.0214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86570 | -132069 | -80060 | -238843 | -322057 | -120471 |
Profit Factor | 1.7772 | 2.2926 | 1.0693 | 1.0526 | 1.0202 | 1.1021 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 59 | 21 | 38 | 59 | 21 | 38 |
Losing Trades | 81 | 49 | 32 | 81 | 49 | 32 |
Profitability (%) | 42.1429 | 30 | 54.2857 | 42.1429 | 30 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.4398 | 5.3495 | 0.9005 | 1.4451 | 2.3804 | 0.9281 |
Largest Winning Trade | 427977 | 427977 | 45877 | 167997 | 167997 | 95666 |
Largest Losing Trade | -40299 | -34575 | -40299 | -87464 | -87464 | -53670 |
Avg Bars in Trades | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Winners | 69 | 78 | 63 | 69 | 78 | 63 |
Avg Bars in Losers | 37 | 41 | 31 | 37 | 41 | 31 |
Bars Traded | 7107 | 3687 | 3420 | 7107 | 3687 | 3420 |
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 | 336522 | -89712 | -426199 | -323378 | -499901 | -369245 |
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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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