Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303780.5059 | 267244.3964 | 36536.1095 | 69491.1669 | 173107.6987 | -103616.5318 |
Total P&L (%) | 303.7805 | 267.2444 | 36.5361 | 69.4912 | 173.1077 | -103.6165 |
Avg Daily Profit (%) | 0.1621 | 0.1426 | 0.0195 | 0.0282 | 0.0536 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135650 | -69153 | -112775 | -692659 | -271375 | -596163 |
Profit Factor | 1.4052 | 1.899 | 1.0808 | 1.0244 | 1.1464 | 0.9376 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 52.8571 | 52.8571 | 52.8571 | 52.8571 | 52.8571 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.2533 | 1.6937 | 0.9639 | 0.9137 | 1.0224 | 0.8362 |
Largest Winning Trade | 120343 | 120343 | 42015 | 193382 | 193382 | 156519 |
Largest Losing Trade | -46021 | -46021 | -45956 | -317074 | -153676 | -317074 |
Avg Bars in Trades | 52 | 38 | 65 | 52 | 38 | 65 |
Avg Bars in Winners | 46 | 29 | 64 | 46 | 29 | 64 |
Avg Bars in Losers | 58 | 48 | 67 | 58 | 48 | 67 |
Bars Traded | 7310 | 2713 | 4597 | 7310 | 2713 | 4597 |
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 | 315559 | -92819 | -396491 | -349855 | -274624 | -674587 |
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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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