Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377610.6493 | 238664.8966 | 138945.7527 | 512588.65 | 277017.0041 | 235571.6458 |
Total P&L (%) | 377.6106 | 238.6649 | 138.9458 | 512.5887 | 277.017 | 235.5716 |
Avg Daily Profit (%) | 0.2006 | 0.1268 | 0.0738 | 0.0964 | 0.0705 | 0.0643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90558 | -62353 | -72483 | -318527 | -232570 | -187432 |
Profit Factor | 1.6883 | 1.8609 | 1.5119 | 1.3028 | 1.3293 | 1.2765 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 55.814 | 51.5625 | 60 | 55.814 | 51.5625 | 60 |
Ratio Avg Win / Avg Loss | 1.3365 | 1.7481 | 1.0079 | 1.0314 | 1.2488 | 0.851 |
Largest Winning Trade | 124546 | 124546 | 44227 | 235864 | 235864 | 110503 |
Largest Losing Trade | -52119 | -40929 | -52119 | -156768 | -115229 | -156768 |
Avg Bars in Trades | 55 | 77 | 34 | 55 | 77 | 34 |
Avg Bars in Winners | 58 | 88 | 33 | 58 | 88 | 33 |
Avg Bars in Losers | 51 | 66 | 34 | 51 | 66 | 34 |
Bars Traded | 7175 | 4960 | 2215 | 7175 | 4960 | 2215 |
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 | 389149 | -159165 | -223372 | -62719 | -237466 | -239117 |
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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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