Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381318.7432 | 272237.7155 | 109081.0277 | 263385.2473 | 134211.4611 | 129173.7863 |
Total P&L (%) | 381.3187 | 272.2377 | 109.081 | 263.3852 | 134.2115 | 129.1738 |
Avg Daily Profit (%) | 0.2027 | 0.1447 | 0.058 | 0.0686 | 0.0452 | 0.0441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134347 | -115159 | -52585 | -570547 | -486632 | -178328 |
Profit Factor | 1.5867 | 1.7327 | 1.3918 | 1.1492 | 1.1256 | 1.1854 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 46.6667 | 46.2687 | 47.0588 | 46.6667 | 46.2687 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.8134 | 2.0122 | 1.5658 | 1.3134 | 1.3071 | 1.3336 |
Largest Winning Trade | 130611 | 130611 | 67071 | 326391 | 326391 | 77839 |
Largest Losing Trade | -44846 | -44846 | -43367 | -290716 | -290716 | -136435 |
Avg Bars in Trades | 81 | 93 | 68 | 81 | 93 | 68 |
Avg Bars in Winners | 95 | 101 | 90 | 95 | 101 | 90 |
Avg Bars in Losers | 68 | 87 | 49 | 68 | 87 | 49 |
Bars Traded | 10937 | 6269 | 4668 | 10937 | 6269 | 4668 |
Profit Streak | 0 | 15.112 | 0 | 0 | 15.112 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347484 | -114405 | -224344 | -158681 | -332677 | -261214 |
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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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