Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277111.2363 | 181834.671 | 95276.5652 | 293078.1472 | 257577.0963 | 35501.0508 |
Total P&L (%) | 277.1112 | 181.8347 | 95.2766 | 293.0781 | 257.5771 | 35.5011 |
Avg Daily Profit (%) | 0.2214 | 0.1453 | 0.0761 | 0.1094 | 0.1019 | 0.0243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57808 | -41833 | -49228 | -358077 | -162347 | -338545 |
Profit Factor | 1.4618 | 1.6046 | 1.3184 | 1.141 | 1.2637 | 1.0322 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 56.7164 | 53.7313 | 59.7015 | 56.7164 | 53.7313 | 59.7015 |
Ratio Avg Win / Avg Loss | 1.1156 | 1.3817 | 0.8899 | 0.8708 | 1.0882 | 0.6968 |
Largest Winning Trade | 85739 | 85739 | 31150 | 165322 | 165322 | 122163 |
Largest Losing Trade | -27191 | -21230 | -27191 | -190825 | -120441 | -190825 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 2253 | 1160 | 1093 | 2253 | 1160 | 1093 |
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 | 373694 | -113075 | -207915 | -112452 | -173044 | -464937 |
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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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