Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320321.0615 | 262283.0998 | 58037.9617 | -36557.1509 | 143196.6651 | -179753.816 |
Total P&L (%) | 320.3211 | 262.2831 | 58.038 | -36.5572 | 143.1967 | -179.7538 |
Avg Daily Profit (%) | 0.1672 | 0.1369 | 0.0303 | -0.0237 | 0.0464 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101224 | -88882 | -81673 | -289198 | -207291 | -282732 |
Profit Factor | 1.4139 | 1.6476 | 1.1573 | 0.9748 | 1.2228 | 0.7771 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 51.1628 | 46.875 | 55.3846 | 51.1628 | 46.875 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.3496 | 1.8673 | 0.9323 | 0.9305 | 1.3859 | 0.626 |
Largest Winning Trade | 235693 | 235693 | 53157 | 225224 | 225224 | 86719 |
Largest Losing Trade | -81673 | -37299 | -81673 | -282732 | -79959 | -282732 |
Avg Bars in Trades | 27 | 20 | 35 | 27 | 20 | 35 |
Avg Bars in Winners | 35 | 23 | 44 | 35 | 23 | 44 |
Avg Bars in Losers | 20 | 18 | 23 | 20 | 18 | 23 |
Bars Traded | 3611 | 1328 | 2283 | 3611 | 1328 | 2283 |
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 | 320067 | -147282 | -333357 | -580007 | -271453 | -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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