Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443297.0767 | 359080.2062 | 84216.8705 | 12834.397 | 10945.0613 | 1889.3356 |
Total P&L (%) | 443.2971 | 359.0802 | 84.2169 | 12.8344 | 10.9451 | 1.8893 |
Avg Daily Profit (%) | 0.2374 | 0.1923 | 0.0451 | 0.0065 | 0.0056 | 0.001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190525 | -127846 | -124765 | -119813 | -54926 | -75025 |
Profit Factor | 1.6111 | 1.8635 | 1.272 | 1.0425 | 1.0704 | 1.0129 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 53.5433 | 50.7937 | 56.25 | 53.5433 | 50.7937 | 56.25 |
Ratio Avg Win / Avg Loss | 1.3978 | 1.8052 | 0.9893 | 0.9045 | 1.0369 | 0.7878 |
Largest Winning Trade | 352843 | 352843 | 46984 | 52587 | 52587 | 30670 |
Largest Losing Trade | -53140 | -53140 | -50812 | -42703 | -42703 | -32694 |
Avg Bars in Trades | 26 | 32 | 20 | 26 | 32 | 20 |
Avg Bars in Winners | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Losers | 29 | 43 | 15 | 29 | 43 | 15 |
Bars Traded | 3383 | 2075 | 1308 | 3383 | 2075 | 1308 |
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 | 394322 | -135485 | -272508 | -436183 | -611444 | -703366 |
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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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