Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259209.5471 | 118664.6537 | 140544.8934 | 485767.8105 | 170065.0524 | 315702.7581 |
Total P&L (%) | 259.2095 | 118.6647 | 140.5449 | 485.7678 | 170.0651 | 315.7028 |
Avg Daily Profit (%) | 0.2824 | 0.1293 | 0.1531 | 0.1928 | 0.1083 | 0.1553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92210 | -82059 | -34743 | -598707 | -545340 | -193861 |
Profit Factor | 1.6553 | 1.506 | 1.8728 | 1.2747 | 1.1625 | 1.4375 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 41.5385 | 36.9231 | 46.1538 | 41.5385 | 36.9231 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.3297 | 2.5727 | 2.185 | 1.7941 | 1.9859 | 1.677 |
Largest Winning Trade | 56091 | 56091 | 29111 | 260234 | 260234 | 212959 |
Largest Losing Trade | -19856 | -16008 | -19856 | -158622 | -103062 | -158622 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 35 | 38 | 33 | 35 | 38 | 33 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 2650 | 1399 | 1251 | 2650 | 1399 | 1251 |
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 | 316504 | -154766 | -122401 | 213528 | -225864 | -123901 |
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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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