Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312106.3336 | 227912.3655 | 84193.9681 | 59193.8626 | 29585.8802 | 29607.9824 |
Total P&L (%) | 312.1063 | 227.9124 | 84.194 | 59.1939 | 29.5859 | 29.608 |
Avg Daily Profit (%) | 0.1786 | 0.1304 | 0.0482 | 0.0266 | 0.0148 | 0.0148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114787 | -63888 | -158345 | -1013852 | -534661 | -974767 |
Profit Factor | 1.3907 | 1.668 | 1.184 | 1.0176 | 1.0195 | 1.0161 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 50.3817 | 48.4848 | 52.3077 | 50.3817 | 48.4848 | 52.3077 |
Ratio Avg Win / Avg Loss | 1.3696 | 1.7722 | 1.0795 | 1.0022 | 1.0832 | 0.9265 |
Largest Winning Trade | 159072 | 159072 | 68494 | 289142 | 240259 | 289142 |
Largest Losing Trade | -33961 | -22703 | -33961 | -255958 | -255958 | -199996 |
Avg Bars in Trades | 25 | 14 | 37 | 25 | 14 | 37 |
Avg Bars in Winners | 32 | 15 | 49 | 32 | 15 | 49 |
Avg Bars in Losers | 18 | 13 | 24 | 18 | 13 | 24 |
Bars Traded | 3399 | 963 | 2436 | 3399 | 963 | 2436 |
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 | 315014 | -140291 | -278108 | -358515 | -499792 | -512020 |
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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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