Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130565.1073 | 73482.8659 | 57082.2413 | 133862.6848 | 103860.6176 | 30002.0671 |
Total P&L (%) | 130.5651 | 73.4829 | 57.0822 | 133.8627 | 103.8606 | 30.0021 |
Avg Daily Profit (%) | 1.504 | 0.8465 | 0.6576 | 0.9835 | 0.8239 | 0.3027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32863 | -12451 | -24000 | -37851 | -12904 | -28370 |
Profit Factor | 2.0111 | 4.0761 | 1.5424 | 1.8677 | 4.3461 | 1.2435 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 51.938 | 46.1538 | 57.8125 | 51.938 | 46.1538 | 57.8125 |
Ratio Avg Win / Avg Loss | 1.861 | 4.7554 | 1.1255 | 1.7283 | 5.0704 | 0.9074 |
Largest Winning Trade | 85593 | 85593 | 65290 | 122529 | 122529 | 56545 |
Largest Losing Trade | -16703 | -4577 | -16703 | -20602 | -11217 | -20602 |
Avg Bars in Trades | 192 | 6 | 381 | 192 | 6 | 381 |
Avg Bars in Winners | 123 | 5 | 220 | 123 | 5 | 220 |
Avg Bars in Losers | 266 | 7 | 602 | 266 | 7 | 602 |
Bars Traded | 24815 | 420 | 24395 | 24815 | 420 | 24395 |
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 | 569827 | -114937 | -127878 | 543598 | -115037 | -136654 |
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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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