Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274641.7095 | 225200.8799 | 49440.8296 | 145313.9271 | 78539.4967 | 66774.4305 |
Total P&L (%) | 274.6417 | 225.2009 | 49.4408 | 145.3139 | 78.5395 | 66.7744 |
Avg Daily Profit (%) | 0.2637 | 0.2162 | 0.0475 | 0.0862 | 0.0557 | 0.0491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97849 | -77148 | -40969 | -320767 | -301710 | -168670 |
Profit Factor | 1.5712 | 1.8985 | 1.2148 | 1.1126 | 1.1135 | 1.1117 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 44.1176 | 35.2941 | 52.9412 | 44.1176 | 35.2941 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.9901 | 3.4806 | 1.0798 | 1.4094 | 2.0414 | 0.9882 |
Largest Winning Trade | 190946 | 190946 | 36875 | 300770 | 300770 | 111888 |
Largest Losing Trade | -28256 | -16912 | -28256 | -104144 | -66967 | -104144 |
Avg Bars in Trades | 180 | 173 | 186 | 180 | 173 | 186 |
Avg Bars in Winners | 249 | 273 | 234 | 249 | 273 | 234 |
Avg Bars in Losers | 125 | 118 | 133 | 125 | 118 | 133 |
Bars Traded | 24480 | 11789 | 12691 | 24480 | 11789 | 12691 |
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 | 327237 | -103813 | -240138 | -176434 | -328368 | -335662 |
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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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