Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316072.5538 | 105983.2091 | 210089.3447 | 272684.9066 | 175436.7192 | 97248.1874 |
Total P&L (%) | 316.0726 | 105.9832 | 210.0893 | 272.6849 | 175.4367 | 97.2482 |
Avg Daily Profit (%) | 0.214 | 0.0718 | 0.1423 | 0.0891 | 0.0686 | 0.046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193555 | -87374 | -114463 | -664283 | -293539 | -430578 |
Profit Factor | 1.515 | 1.3201 | 1.7433 | 1.1657 | 1.221 | 1.1142 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 44.5255 | 39.1304 | 50 | 44.5255 | 39.1304 | 50 |
Ratio Avg Win / Avg Loss | 1.8875 | 2.0535 | 1.7433 | 1.4524 | 1.8994 | 1.1142 |
Largest Winning Trade | 74149 | 74149 | 69317 | 317272 | 317272 | 181104 |
Largest Losing Trade | -27812 | -26460 | -27812 | -208050 | -112639 | -208050 |
Avg Bars in Trades | 63 | 47 | 79 | 63 | 47 | 79 |
Avg Bars in Winners | 96 | 63 | 123 | 96 | 63 | 123 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 8734 | 3297 | 5437 | 8734 | 3297 | 5437 |
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 | 305417 | -201977 | -108985 | -113973 | -206763 | -335580 |
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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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