Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353026.2029 | 185233.8311 | 167792.3717 | 166366.433 | 57060.6348 | 109305.7982 |
Total P&L (%) | 353.0262 | 185.2338 | 167.7924 | 166.3664 | 57.0606 | 109.3058 |
Avg Daily Profit (%) | 0.186 | 0.0976 | 0.0884 | 0.0516 | 0.0238 | 0.0389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131461 | -113139 | -65189 | -273463 | -187509 | -133181 |
Profit Factor | 1.4852 | 1.4242 | 1.5769 | 1.1176 | 1.0722 | 1.175 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 50.7692 | 50.7692 | 50.7692 | 50.7692 | 50.7692 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.4402 | 1.381 | 1.5291 | 1.0837 | 1.0397 | 1.1393 |
Largest Winning Trade | 132406 | 132406 | 41230 | 128261 | 128261 | 75803 |
Largest Losing Trade | -42723 | -33944 | -42723 | -114677 | -114677 | -112403 |
Avg Bars in Trades | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Winners | 67 | 58 | 75 | 67 | 58 | 75 |
Avg Bars in Losers | 45 | 59 | 32 | 45 | 59 | 32 |
Bars Traded | 7356 | 3824 | 3532 | 7356 | 3824 | 3532 |
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 | 329803 | -193436 | -203642 | -214712 | -434617 | -300576 |
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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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