Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216715.6651 | 98231.4939 | 118484.1713 | 390670.0575 | 184092.3174 | 206577.7402 |
Total P&L (%) | 216.7157 | 98.2315 | 118.4842 | 390.6701 | 184.0923 | 206.5777 |
Avg Daily Profit (%) | 0.4161 | 0.1886 | 0.2275 | 0.3059 | 0.2007 | 0.2153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51946 | -41790 | -29913 | -364364 | -198501 | -234804 |
Profit Factor | 1.7231 | 1.6594 | 1.786 | 1.286 | 1.2581 | 1.3164 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 39.5349 | 36.9231 | 42.1875 | 39.5349 | 36.9231 | 42.1875 |
Ratio Avg Win / Avg Loss | 2.6353 | 2.8348 | 2.4475 | 1.9668 | 2.1492 | 1.804 |
Largest Winning Trade | 63134 | 63134 | 27342 | 222767 | 222767 | 100431 |
Largest Losing Trade | -15031 | -11219 | -15031 | -63771 | -55200 | -63771 |
Avg Bars in Trades | 189 | 172 | 206 | 189 | 172 | 206 |
Avg Bars in Winners | 351 | 332 | 368 | 351 | 332 | 368 |
Avg Bars in Losers | 83 | 79 | 88 | 83 | 79 | 88 |
Bars Traded | 24459 | 11234 | 13225 | 24459 | 11234 | 13225 |
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 | 303740 | -126945 | -131821 | 192182 | -129046 | -134017 |
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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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