Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455942.3253 | 366403.5104 | 89538.8149 | 276335.6021 | 16076.8063 | 260258.7958 |
Total P&L (%) | 455.9423 | 366.4035 | 89.5388 | 276.3356 | 16.0768 | 260.2588 |
Avg Daily Profit (%) | 0.2069 | 0.1663 | 0.0406 | 0.0602 | 0.0068 | 0.0582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157916 | -117318 | -64364 | -3473915 | -3033450 | -1324591 |
Profit Factor | 1.6409 | 1.7115 | 1.4557 | 1.0266 | 1.0021 | 1.0926 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 47.3282 | 43.0769 | 51.5152 | 47.3282 | 43.0769 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.8261 | 2.2617 | 1.3701 | 1.1425 | 1.3242 | 1.0283 |
Largest Winning Trade | 132786 | 132786 | 40630 | 1186621 | 1186621 | 725205 |
Largest Losing Trade | -59260 | -59260 | -32825 | -1492207 | -1492207 | -1230491 |
Avg Bars in Trades | 63 | 106 | 21 | 63 | 106 | 21 |
Avg Bars in Winners | 79 | 149 | 22 | 79 | 149 | 22 |
Avg Bars in Losers | 49 | 72 | 21 | 49 | 72 | 21 |
Bars Traded | 8337 | 6891 | 1446 | 8337 | 6891 | 1446 |
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 | 363446 | -124073 | -261291 | -304552 | -546133 | -357603 |
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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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