Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591657.2535 | 459569.0786 | 132088.1749 | 160666.2026 | 121225.2182 | 39440.9845 |
Total P&L (%) | 591.6573 | 459.5691 | 132.0882 | 160.6662 | 121.2252 | 39.441 |
Avg Daily Profit (%) | 0.4007 | 0.3112 | 0.0895 | 0.0649 | 0.0538 | 0.0225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126351 | -114867 | -70206 | -430439 | -316433 | -222096 |
Profit Factor | 1.726 | 1.9483 | 1.3998 | 1.0781 | 1.0992 | 1.0472 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 71 | 42 | 29 | 71 | 42 | 29 |
Profitability (%) | 44.5313 | 34.375 | 54.6875 | 44.5313 | 34.375 | 54.6875 |
Ratio Avg Win / Avg Loss | 2.1499 | 3.7195 | 1.1599 | 1.3429 | 2.0985 | 0.8677 |
Largest Winning Trade | 366162 | 366162 | 45496 | 396830 | 396830 | 95166 |
Largest Losing Trade | -33475 | -33475 | -32555 | -126866 | -122396 | -126866 |
Avg Bars in Trades | 136 | 116 | 155 | 136 | 116 | 155 |
Avg Bars in Winners | 188 | 166 | 202 | 188 | 166 | 202 |
Avg Bars in Losers | 94 | 90 | 99 | 94 | 90 | 99 |
Bars Traded | 17425 | 7473 | 9952 | 17425 | 7473 | 9952 |
Profit Streak | 0 | 0 | 19.4091 | 0 | 0 | 19.4091 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404528 | -133262 | -210860 | -242672 | -376908 | -473323 |
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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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