Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259444.5593 | 153170.6616 | 106273.8978 | 49905.4946 | 102132.9542 | -52227.4596 |
Total P&L (%) | 259.4446 | 153.1707 | 106.2739 | 49.9055 | 102.133 | -52.2275 |
Avg Daily Profit (%) | 0.1537 | 0.0908 | 0.063 | 0.024 | 0.0417 | -0.0438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135335 | -71385 | -83746 | -215985 | -98659 | -144392 |
Profit Factor | 1.4449 | 1.5851 | 1.3307 | 1.0604 | 1.2957 | 0.8915 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 49.6403 | 47.1429 | 52.1739 | 49.6403 | 47.1429 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.4658 | 1.7772 | 1.2198 | 1.0757 | 1.4528 | 0.8172 |
Largest Winning Trade | 126971 | 126971 | 59554 | 152389 | 152389 | 60903 |
Largest Losing Trade | -62658 | -33643 | -62658 | -95397 | -66162 | -95397 |
Avg Bars in Trades | 35 | 31 | 39 | 35 | 31 | 39 |
Avg Bars in Winners | 39 | 29 | 49 | 39 | 29 | 49 |
Avg Bars in Losers | 31 | 32 | 29 | 31 | 32 | 29 |
Bars Traded | 4910 | 2173 | 2737 | 4910 | 2173 | 2737 |
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 | 303229 | -164426 | -209972 | -316056 | -232705 | -682176 |
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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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