Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539824.9496 | 438806.6641 | 101018.2854 | 151033.0333 | -28996.4396 | 180029.4729 |
Total P&L (%) | 539.825 | 438.8067 | 101.0183 | 151.033 | -28.9964 | 180.0295 |
Avg Daily Profit (%) | 0.2352 | 0.1912 | 0.044 | 0.0401 | -0.0149 | 0.0449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260924 | -237345 | -51466 | -1741623 | -1543056 | -374185 |
Profit Factor | 1.6296 | 1.7366 | 1.3859 | 1.0525 | 0.9863 | 1.2353 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 51.8519 | 47.7612 | 55.8824 | 51.8519 | 47.7612 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.5132 | 1.8994 | 1.0941 | 0.9773 | 1.0787 | 0.9752 |
Largest Winning Trade | 270088 | 270088 | 39092 | 839218 | 839218 | 136892 |
Largest Losing Trade | -69230 | -69230 | -33653 | -370173 | -370173 | -160809 |
Avg Bars in Trades | 49 | 86 | 13 | 49 | 86 | 13 |
Avg Bars in Winners | 45 | 80 | 15 | 45 | 80 | 15 |
Avg Bars in Losers | 54 | 91 | 10 | 54 | 91 | 10 |
Bars Traded | 6680 | 5781 | 899 | 6680 | 5781 | 899 |
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 | 432782 | -106990 | -241648 | -303175 | -696940 | -243087 |
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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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