Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423660.8663 | 257980.3071 | 165680.5592 | 570544.295 | 409919.783 | 160624.5119 |
Total P&L (%) | 423.6609 | 257.9803 | 165.6806 | 570.5443 | 409.9198 | 160.6245 |
Avg Daily Profit (%) | 0.3101 | 0.1888 | 0.1213 | 0.1394 | 0.1193 | 0.0701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97794 | -74900 | -82223 | -317182 | -326150 | -276739 |
Profit Factor | 1.6349 | 1.6917 | 1.5629 | 1.2939 | 1.3846 | 1.1834 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.1193 | 3.0757 | 1.4652 | 1.6772 | 2.5174 | 1.1095 |
Largest Winning Trade | 130879 | 130879 | 42049 | 186768 | 186768 | 148439 |
Largest Losing Trade | -37960 | -27730 | -37960 | -169279 | -90633 | -169279 |
Avg Bars in Trades | 131 | 131 | 131 | 131 | 131 | 131 |
Avg Bars in Winners | 195 | 215 | 181 | 195 | 215 | 181 |
Avg Bars in Losers | 81 | 84 | 77 | 81 | 84 | 77 |
Bars Traded | 16268 | 8130 | 8138 | 16268 | 8130 | 8138 |
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 | 341186 | -149372 | -183406 | -7586 | -192128 | -272000 |
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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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