Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197209.5774 | 82249.2137 | 114960.3636 | 185287.5177 | 81013.9872 | 104273.5306 |
Total P&L (%) | 197.2096 | 82.2492 | 114.9604 | 185.2875 | 81.014 | 104.2735 |
Avg Daily Profit (%) | 0.2153 | 0.0898 | 0.1255 | 0.1145 | 0.0648 | 0.078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76205 | -43936 | -57910 | -151480 | -108030 | -117469 |
Profit Factor | 1.4316 | 1.3495 | 1.5189 | 1.2803 | 1.2427 | 1.3187 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 53.9568 | 51.4286 | 56.5217 | 53.9568 | 51.4286 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.2217 | 1.2745 | 1.1684 | 1.0926 | 1.1737 | 1.0144 |
Largest Winning Trade | 45463 | 44525 | 45463 | 87435 | 45240 | 87435 |
Largest Losing Trade | -40687 | -21247 | -40687 | -115297 | -51887 | -115297 |
Avg Bars in Trades | 76 | 64 | 89 | 76 | 64 | 89 |
Avg Bars in Winners | 76 | 51 | 99 | 76 | 51 | 99 |
Avg Bars in Losers | 77 | 77 | 77 | 77 | 77 | 77 |
Bars Traded | 10677 | 4483 | 6194 | 10677 | 4483 | 6194 |
Profit Streak | 0 | 0 | 15.1506 | 0 | 0 | 15.1506 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342754 | -166703 | -124311 | -39292 | -200671 | -188854 |
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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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