Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408522.6367 | 305362.5679 | 103160.0689 | -17530.3391 | -45888.5759 | 28358.2369 |
Total P&L (%) | 408.5226 | 305.3626 | 103.1601 | -17.5303 | -45.8886 | 28.3582 |
Avg Daily Profit (%) | 0.2774 | 0.2074 | 0.0701 | -0.0131 | -0.0417 | 0.017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106845 | -103648 | -91179 | -135335 | -96760 | -98529 |
Profit Factor | 1.5065 | 1.6793 | 1.2889 | 0.9777 | 0.8894 | 1.0761 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 59 | 20 | 39 | 59 | 20 | 39 |
Losing Trades | 69 | 44 | 25 | 69 | 44 | 25 |
Profitability (%) | 46.0938 | 31.25 | 60.9375 | 46.0938 | 31.25 | 60.9375 |
Ratio Avg Win / Avg Loss | 1.7618 | 3.6945 | 0.8262 | 1.1435 | 1.9567 | 0.6898 |
Largest Winning Trade | 197693 | 197693 | 53174 | 67589 | 67589 | 39505 |
Largest Losing Trade | -79131 | -32260 | -79131 | -98529 | -30635 | -98529 |
Avg Bars in Trades | 67 | 62 | 71 | 67 | 62 | 71 |
Avg Bars in Winners | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Losers | 49 | 51 | 44 | 49 | 51 | 44 |
Bars Traded | 8634 | 4031 | 4603 | 8634 | 4031 | 4603 |
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 | 344157 | -135884 | -238808 | -580291 | -724750 | -449695 |
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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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