Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411987.2694 | 379603.2692 | 32384.0001 | 60488.5447 | 16430.6638 | 44057.8809 |
Total P&L (%) | 411.9873 | 379.6033 | 32.384 | 60.4885 | 16.4307 | 44.0579 |
Avg Daily Profit (%) | 0.175 | 0.1613 | 0.0138 | 0.0201 | 0.0065 | 0.0155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155391 | -60715 | -180906 | -125302 | -79301 | -100987 |
Profit Factor | 1.5145 | 1.9948 | 1.0773 | 1.0981 | 1.0528 | 1.1445 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 47.619 | 42.8571 | 52.381 | 47.619 | 42.8571 | 52.381 |
Ratio Avg Win / Avg Loss | 1.666 | 2.6597 | 0.9793 | 1.2079 | 1.4037 | 1.0405 |
Largest Winning Trade | 226942 | 226942 | 56621 | 58586 | 35680 | 58586 |
Largest Losing Trade | -47414 | -41111 | -47414 | -28326 | -28326 | -28002 |
Avg Bars in Trades | 53 | 53 | 54 | 53 | 53 | 54 |
Avg Bars in Winners | 76 | 77 | 75 | 76 | 77 | 75 |
Avg Bars in Losers | 33 | 35 | 31 | 33 | 35 | 31 |
Bars Traded | 6802 | 3372 | 3430 | 6802 | 3372 | 3430 |
Profit Streak | 0 | 0 | 88.9782 | 0 | 0 | 88.9782 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335582 | -138655 | -459570 | -279814 | -505694 | -380581 |
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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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