Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405436.2657 | 369774.3921 | 35661.8736 | 112758.4719 | 40506.7714 | 72251.7005 |
Total P&L (%) | 405.4363 | 369.7744 | 35.6619 | 112.7585 | 40.5068 | 72.2517 |
Avg Daily Profit (%) | 0.1622 | 0.1479 | 0.0143 | 0.0302 | 0.0136 | 0.0218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74121 | -114500 | -78695 | -261825 | -304531 | -165877 |
Profit Factor | 1.5389 | 1.9022 | 1.1041 | 1.0657 | 1.0393 | 1.1057 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 45.4545 | 40.9091 | 50 | 45.4545 | 40.9091 | 50 |
Ratio Avg Win / Avg Loss | 1.8467 | 2.7477 | 1.1041 | 1.2789 | 1.5012 | 1.1057 |
Largest Winning Trade | 139998 | 139998 | 49897 | 230026 | 230026 | 129683 |
Largest Losing Trade | -53649 | -53649 | -42419 | -194638 | -194638 | -106196 |
Avg Bars in Trades | 73 | 56 | 89 | 73 | 56 | 89 |
Avg Bars in Winners | 91 | 61 | 116 | 91 | 61 | 116 |
Avg Bars in Losers | 58 | 53 | 63 | 58 | 53 | 63 |
Bars Traded | 9682 | 3758 | 5924 | 9682 | 3758 | 5924 |
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 | 307258 | -119954 | -406565 | -302155 | -481067 | -392187 |
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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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