Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280370.4894 | 71283.9492 | 209086.5401 | 238034.0096 | -91941.5687 | 329975.5784 |
Total P&L (%) | 280.3705 | 71.2839 | 209.0865 | 238.034 | -91.9416 | 329.9756 |
Avg Daily Profit (%) | 0.1899 | 0.0483 | 0.1416 | 0.0825 | -0.1704 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112223 | -97124 | -61381 | -911611 | -518041 | -477120 |
Profit Factor | 1.4439 | 1.2142 | 1.6997 | 1.0934 | 0.9241 | 1.2467 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 53.0769 | 47.6923 | 58.4615 | 53.0769 | 47.6923 | 58.4615 |
Ratio Avg Win / Avg Loss | 1.2765 | 1.3317 | 1.2077 | 0.9666 | 1.0136 | 0.8858 |
Largest Winning Trade | 57272 | 43007 | 57272 | 423276 | 193139 | 423276 |
Largest Losing Trade | -36211 | -31243 | -36211 | -297061 | -217316 | -297061 |
Avg Bars in Trades | 65 | 48 | 82 | 65 | 48 | 82 |
Avg Bars in Winners | 66 | 43 | 86 | 66 | 43 | 86 |
Avg Bars in Losers | 64 | 52 | 78 | 64 | 52 | 78 |
Bars Traded | 8517 | 3128 | 5389 | 8517 | 3128 | 5389 |
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 | 332681 | -261460 | -132489 | -201536 | -711689 | -193535 |
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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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