Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395834.1657 | 362723.8652 | 33110.3006 | 93790.2519 | 218440.7959 | -124650.5439 |
Total P&L (%) | 395.8342 | 362.7239 | 33.1103 | 93.7903 | 218.4408 | -124.6505 |
Avg Daily Profit (%) | 0.2236 | 0.2049 | 0.0187 | 0.0374 | 0.0654 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105450 | -68346 | -104004 | -233064 | -117069 | -222972 |
Profit Factor | 1.5555 | 2.3213 | 1.0756 | 1.0966 | 1.5992 | 0.7945 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 51.8519 | 47.0588 | 56.7164 | 51.8519 | 47.0588 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.4444 | 2.6115 | 0.8208 | 1.0182 | 1.7991 | 0.6063 |
Largest Winning Trade | 129301 | 129301 | 79402 | 123298 | 89948 | 123298 |
Largest Losing Trade | -70268 | -32854 | -70268 | -85624 | -42847 | -85624 |
Avg Bars in Trades | 77 | 55 | 99 | 77 | 55 | 99 |
Avg Bars in Winners | 110 | 74 | 140 | 110 | 74 | 140 |
Avg Bars in Losers | 41 | 37 | 46 | 41 | 37 | 46 |
Bars Traded | 10413 | 3740 | 6673 | 10413 | 3740 | 6673 |
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 | 362369 | -98518 | -425557 | -256668 | -213121 | -696587 |
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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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