Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385410.0346 | 271355.5311 | 114054.5035 | 208971.1107 | 182616.9536 | 26354.1571 |
Total P&L (%) | 385.41 | 271.3555 | 114.0545 | 208.9711 | 182.617 | 26.3542 |
Avg Daily Profit (%) | 0.2026 | 0.1427 | 0.06 | 0.0593 | 0.0546 | 0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117073 | -99341 | -116831 | -566454 | -357043 | -354886 |
Profit Factor | 1.6141 | 1.8912 | 1.353 | 1.1004 | 1.1941 | 1.0231 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 49.2188 | 48.4375 | 50 | 49.2188 | 48.4375 | 50 |
Ratio Avg Win / Avg Loss | 1.6654 | 2.0132 | 1.353 | 1.1354 | 1.2712 | 1.0231 |
Largest Winning Trade | 134386 | 134386 | 56873 | 249742 | 204152 | 249742 |
Largest Losing Trade | -54437 | -33603 | -54437 | -248013 | -156370 | -248013 |
Avg Bars in Trades | 55 | 46 | 65 | 55 | 46 | 65 |
Avg Bars in Winners | 86 | 68 | 103 | 86 | 68 | 103 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 7153 | 2957 | 4196 | 7153 | 2957 | 4196 |
Profit Streak | 0 | 0 | 534.5523 | 0 | 0 | 534.5523 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386448 | -138778 | -250664 | -223725 | -266736 | -513163 |
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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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