Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757588.0608 | 698382.9663 | 59205.0945 | 68002.1852 | 34204.6301 | 33797.5552 |
Total P&L (%) | 757.5881 | 698.383 | 59.2051 | 68.0022 | 34.2046 | 33.7976 |
Avg Daily Profit (%) | 0.3187 | 0.2938 | 0.0249 | 0.0218 | 0.0124 | 0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200835 | -81132 | -202574 | -477992 | -259535 | -306627 |
Profit Factor | 1.8222 | 2.7825 | 1.1118 | 1.039 | 1.0368 | 1.0415 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 44.697 | 39.3939 | 50 | 44.697 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 2.2546 | 4.2808 | 1.1118 | 1.2855 | 1.595 | 1.0415 |
Largest Winning Trade | 415560 | 415560 | 61440 | 258258 | 258258 | 112852 |
Largest Losing Trade | -61565 | -53804 | -61565 | -189115 | -155407 | -189115 |
Avg Bars in Trades | 51 | 57 | 46 | 51 | 57 | 46 |
Avg Bars in Winners | 64 | 70 | 60 | 64 | 70 | 60 |
Avg Bars in Losers | 41 | 48 | 32 | 41 | 48 | 32 |
Bars Traded | 6840 | 3785 | 3055 | 6840 | 3785 | 3055 |
Profit Streak | 0 | 0 | 11.4646 | 0 | 0 | 11.4646 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388694 | -114432 | -381421 | -343224 | -486594 | -477723 |
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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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