Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213740.1586 | 205704.1189 | 8036.0397 | 9096.1299 | 30880.2595 | -21784.1296 |
Total P&L (%) | 213.7402 | 205.7041 | 8.036 | 9.0961 | 30.8803 | -21.7841 |
Avg Daily Profit (%) | 0.1748 | 0.1682 | 0.0066 | 0.0071 | 0.022 | -0.0201 |
Buy And Hold Return (%) | 19.3245 | 19.3245 | 19.3245 | 19.3245 | 19.3245 | 19.3245 |
Max Trade Drawdown | -124564 | -75421 | -123324 | -138645 | -122084 | -116987 |
Profit Factor | 1.342 | 1.8213 | 1.0215 | 1.0141 | 1.1086 | 0.9399 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 53.8462 | 52.3077 | 55.3846 | 53.8462 | 52.3077 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.1503 | 1.6606 | 0.8228 | 0.8692 | 1.0108 | 0.7571 |
Largest Winning Trade | 79944 | 79944 | 36720 | 67661 | 67661 | 28035 |
Largest Losing Trade | -66226 | -39982 | -66226 | -72070 | -58677 | -72070 |
Avg Bars in Trades | 54 | 49 | 60 | 54 | 49 | 60 |
Avg Bars in Winners | 60 | 56 | 63 | 60 | 56 | 63 |
Avg Bars in Losers | 49 | 41 | 57 | 49 | 41 | 57 |
Bars Traded | 7145 | 3185 | 3960 | 7145 | 3185 | 3960 |
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 | 309209 | -120576 | -679394 | -554971 | -405503 | -711760 |
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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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