Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484413.8427 | 449434.5947 | 34979.248 | 156605.9039 | -390807.4902 | 547413.3941 |
Total P&L (%) | 484.4138 | 449.4346 | 34.9792 | 156.6059 | -390.8075 | 547.4134 |
Avg Daily Profit (%) | 0.1938 | 0.1798 | 0.014 | 0.0377 | 0 | 0.0747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108594 | -80164 | -108252 | -1835515 | -1215859 | -1417024 |
Profit Factor | 1.5532 | 2.1514 | 1.0721 | 1.0246 | 0.8753 | 1.1696 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 52.9851 | 53.7313 | 52.2388 | 52.9851 | 53.7313 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.3782 | 1.8526 | 0.9802 | 0.9092 | 0.7538 | 1.0693 |
Largest Winning Trade | 130357 | 130357 | 48490 | 507945 | 440151 | 507945 |
Largest Losing Trade | -42502 | -42126 | -42502 | -769698 | -466427 | -769698 |
Avg Bars in Trades | 72 | 49 | 96 | 72 | 49 | 96 |
Avg Bars in Winners | 80 | 50 | 112 | 80 | 50 | 112 |
Avg Bars in Losers | 63 | 47 | 79 | 63 | 47 | 79 |
Bars Traded | 9748 | 3288 | 6460 | 9748 | 3288 | 6460 |
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 | 357880 | -104655 | -436120 | -336909 | -696974 | -243105 |
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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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