Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277451.6194 | 112296.2767 | 165155.3427 | 52506.0335 | -185135.0998 | 237641.1332 |
Total P&L (%) | 277.4516 | 112.2963 | 165.1553 | 52.506 | -185.1351 | 237.6411 |
Avg Daily Profit (%) | 0.1662 | 0.0673 | 0.0989 | 0.0253 | 0 | 0.0729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187159 | -184674 | -68114 | -596811 | -542233 | -209290 |
Profit Factor | 1.4087 | 1.2636 | 1.6531 | 1.0379 | 0.8064 | 1.5529 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 54.0741 | 53.7313 | 54.4118 | 54.0741 | 53.7313 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.1964 | 1.0881 | 1.385 | 0.8815 | 0.6944 | 1.3011 |
Largest Winning Trade | 96516 | 96516 | 41523 | 172558 | 132378 | 172558 |
Largest Losing Trade | -45667 | -45667 | -42612 | -268709 | -268709 | -118019 |
Avg Bars in Trades | 35 | 40 | 30 | 35 | 40 | 30 |
Avg Bars in Winners | 33 | 32 | 35 | 33 | 32 | 35 |
Avg Bars in Losers | 36 | 49 | 23 | 36 | 49 | 23 |
Bars Traded | 4737 | 2680 | 2057 | 4737 | 2680 | 2057 |
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 | 322772 | -219448 | -167481 | -339891 | -696974 | -202560 |
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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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