Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355136.8473 | 261569.9994 | 93566.8479 | 197121.4781 | 258642.5761 | -61521.098 |
Total P&L (%) | 355.1368 | 261.57 | 93.5668 | 197.1215 | 258.6426 | -61.5211 |
Avg Daily Profit (%) | 0.1915 | 0.1411 | 0.0505 | 0.0587 | 0.0689 | -0.0515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140249 | -159365 | -88901 | -750350 | -619251 | -415061 |
Profit Factor | 1.5219 | 1.7372 | 1.2873 | 1.0868 | 1.2215 | 0.9442 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 71 | 42 | 29 | 71 | 42 | 29 |
Profitability (%) | 45.3846 | 35.3846 | 55.3846 | 45.3846 | 35.3846 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.8314 | 3.1723 | 1.037 | 1.3079 | 2.2306 | 0.7606 |
Largest Winning Trade | 99200 | 99200 | 57549 | 311826 | 311826 | 122202 |
Largest Losing Trade | -40427 | -27365 | -40427 | -245169 | -228477 | -245169 |
Avg Bars in Trades | 168 | 150 | 186 | 168 | 150 | 186 |
Avg Bars in Winners | 234 | 230 | 236 | 234 | 230 | 236 |
Avg Bars in Losers | 114 | 105 | 125 | 114 | 105 | 125 |
Bars Traded | 21902 | 9751 | 12151 | 21902 | 9751 | 12151 |
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 | 311376 | -139068 | -256500 | -240928 | -237864 | -711760 |
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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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