Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373085.716 | 283688.2252 | 89397.4908 | 5003.9801 | 164007.0149 | -159003.0348 |
Total P&L (%) | 373.0857 | 283.6882 | 89.3975 | 5.004 | 164.007 | -159.003 |
Avg Daily Profit (%) | 0.196 | 0.1491 | 0.047 | 0.0026 | 0.051 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136788 | -78419 | -106765 | -948177 | -490806 | -554427 |
Profit Factor | 1.4544 | 1.6941 | 1.2168 | 1.0017 | 1.1087 | 0.89 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 51.2 | 50 | 52.381 | 51.2 | 50 | 52.381 |
Ratio Avg Win / Avg Loss | 1.3862 | 1.6941 | 1.1062 | 0.9547 | 1.1087 | 0.809 |
Largest Winning Trade | 309572 | 309572 | 62051 | 324099 | 324099 | 158818 |
Largest Losing Trade | -36771 | -35992 | -36771 | -348823 | -348823 | -195855 |
Avg Bars in Trades | 58 | 49 | 67 | 58 | 49 | 67 |
Avg Bars in Winners | 76 | 57 | 94 | 76 | 57 | 94 |
Avg Bars in Losers | 39 | 41 | 37 | 39 | 41 | 37 |
Bars Traded | 7315 | 3091 | 4224 | 7315 | 3091 | 4224 |
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 | 327657 | -145036 | -276974 | -575006 | -379899 | -727149 |
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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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