Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386392.6603 | 293009.1239 | 93383.5364 | 246824.198 | 474670.9385 | -227846.7405 |
Total P&L (%) | 386.3927 | 293.0091 | 93.3835 | 246.8242 | 474.6709 | -227.8467 |
Avg Daily Profit (%) | 0.2724 | 0.2065 | 0.0658 | 0.0877 | 0.1233 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122910 | -80192 | -77616 | -1055254 | -731864 | -546426 |
Profit Factor | 1.5272 | 1.7788 | 1.2618 | 1.0774 | 1.2843 | 0.8502 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 54.6154 | 49.2308 | 60 | 54.6154 | 49.2308 | 60 |
Ratio Avg Win / Avg Loss | 1.2691 | 1.8344 | 0.8412 | 0.8953 | 1.3244 | 0.5668 |
Largest Winning Trade | 107700 | 107700 | 45343 | 690653 | 690653 | 118546 |
Largest Losing Trade | -51753 | -31698 | -51753 | -253289 | -168002 | -253289 |
Avg Bars in Trades | 64 | 64 | 64 | 64 | 64 | 64 |
Avg Bars in Winners | 64 | 64 | 64 | 64 | 64 | 64 |
Avg Bars in Losers | 64 | 64 | 64 | 64 | 64 | 64 |
Bars Traded | 8385 | 4190 | 4195 | 8385 | 4190 | 4195 |
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 | 383569 | -120929 | -237239 | -212025 | -160352 | -711162 |
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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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