Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434045.2393 | 364569.0826 | 69476.1567 | 74371.0987 | 38948.1288 | 35422.9699 |
Total P&L (%) | 434.0452 | 364.5691 | 69.4762 | 74.3711 | 38.9481 | 35.423 |
Avg Daily Profit (%) | 0.1891 | 0.1588 | 0.0303 | 0.0242 | 0.0143 | 0.0132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199413 | -125741 | -225793 | -131992 | -51057 | -86517 |
Profit Factor | 1.4851 | 1.7644 | 1.1663 | 1.1898 | 1.1663 | 1.2247 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 50 | 44.1176 | 55.8824 | 50 | 44.1176 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.4851 | 2.2349 | 0.9207 | 1.1898 | 1.4773 | 0.9669 |
Largest Winning Trade | 270536 | 270536 | 52672 | 78234 | 78234 | 35913 |
Largest Losing Trade | -51056 | -51056 | -35280 | -69393 | -69393 | -16423 |
Avg Bars in Trades | 98 | 110 | 85 | 98 | 110 | 85 |
Avg Bars in Winners | 113 | 131 | 98 | 113 | 131 | 98 |
Avg Bars in Losers | 83 | 94 | 68 | 83 | 94 | 68 |
Bars Traded | 13346 | 7540 | 5806 | 13346 | 7540 | 5806 |
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 | 327696 | -101131 | -300213 | -171920 | -325408 | -288283 |
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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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