Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386268.5153 | 230001.9238 | 156266.5915 | 501883.1562 | 471877.531 | 30005.6252 |
Total P&L (%) | 386.2685 | 230.0019 | 156.2666 | 501.8832 | 471.8775 | 30.0056 |
Avg Daily Profit (%) | 0.2823 | 0.1681 | 0.1142 | 0.1313 | 0.1275 | 0.0192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111118 | -104146 | -57789 | -714202 | -622006 | -643109 |
Profit Factor | 1.5457 | 1.6411 | 1.4477 | 1.1396 | 1.2733 | 1.016 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 43.5714 | 37.1429 | 50 | 43.5714 | 37.1429 | 50 |
Ratio Avg Win / Avg Loss | 2.0019 | 2.7772 | 1.4477 | 1.4758 | 2.1548 | 1.016 |
Largest Winning Trade | 69186 | 69186 | 54282 | 412180 | 412180 | 255825 |
Largest Losing Trade | -36320 | -22427 | -36320 | -250784 | -180603 | -250784 |
Avg Bars in Trades | 116 | 96 | 136 | 116 | 96 | 136 |
Avg Bars in Winners | 192 | 167 | 211 | 192 | 167 | 211 |
Avg Bars in Losers | 57 | 54 | 61 | 57 | 54 | 61 |
Bars Traded | 16278 | 6734 | 9544 | 16278 | 6734 | 9544 |
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 | 320119 | -89002 | -133980 | -86493 | -121178 | -467671 |
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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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