Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420745.4057 | 405104.8427 | 15640.563 | -41448.6098 | 26607.6907 | -68056.3006 |
Total P&L (%) | 420.7454 | 405.1048 | 15.6406 | -41.4486 | 26.6077 | -68.0563 |
Avg Daily Profit (%) | 0.1787 | 0.172 | 0.0066 | -0.0227 | 0.01 | -0.0485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119170 | -121314 | -222158 | -110956 | -116839 | -193145 |
Profit Factor | 1.4763 | 1.9935 | 1.0329 | 0.934 | 1.0908 | 0.7971 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 46.875 | 39.0625 | 54.6875 | 46.875 | 39.0625 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.6731 | 3.1099 | 0.8558 | 1.0586 | 1.7016 | 0.6604 |
Largest Winning Trade | 327135 | 327135 | 57832 | 99831 | 99831 | 43539 |
Largest Losing Trade | -52666 | -38611 | -52666 | -68649 | -45160 | -68649 |
Avg Bars in Trades | 54 | 48 | 59 | 54 | 48 | 59 |
Avg Bars in Winners | 74 | 72 | 75 | 74 | 72 | 75 |
Avg Bars in Losers | 36 | 33 | 40 | 36 | 33 | 40 |
Bars Traded | 6919 | 3115 | 3804 | 6919 | 3115 | 3804 |
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 | 318072 | -132541 | -518338 | -579987 | -446127 | -719350 |
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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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