Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432625.0627 | 365584.6506 | 67040.4122 | 27167.0725 | 390001.0971 | -362834.0246 |
Total P&L (%) | 432.6251 | 365.5847 | 67.0404 | 27.1671 | 390.0011 | -362.834 |
Avg Daily Profit (%) | 0.2692 | 0.2275 | 0.0417 | 0.015 | 0.099 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134586 | -114615 | -123233 | -607915 | -174451 | -519343 |
Profit Factor | 1.5157 | 1.9383 | 1.1492 | 1.0207 | 1.8772 | 0.5815 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 45.9259 | 44.1176 | 47.7612 | 45.9259 | 44.1176 | 47.7612 |
Ratio Avg Win / Avg Loss | 1.7847 | 2.4552 | 1.257 | 1.2018 | 2.3777 | 0.636 |
Largest Winning Trade | 208113 | 208113 | 69341 | 289013 | 289013 | 87182 |
Largest Losing Trade | -62181 | -35035 | -62181 | -399306 | -63136 | -399306 |
Avg Bars in Trades | 69 | 58 | 81 | 69 | 58 | 81 |
Avg Bars in Winners | 92 | 76 | 108 | 92 | 76 | 108 |
Avg Bars in Losers | 50 | 45 | 56 | 50 | 45 | 56 |
Bars Traded | 9431 | 3994 | 5437 | 9431 | 3994 | 5437 |
Profit Streak | 0 | 0 | 26.8055 | 0 | 0 | 26.8055 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341982 | -100208 | -311028 | -375193 | -169050 | -698065 |
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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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