Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380632.5923 | 343172.6247 | 37459.9676 | 62592.1339 | 76092.6948 | -13500.5609 |
Total P&L (%) | 380.6326 | 343.1726 | 37.46 | 62.5921 | 76.0927 | -13.5006 |
Avg Daily Profit (%) | 0.1624 | 0.1464 | 0.016 | 0.0207 | 0.0241 | -0.0062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173297 | -77665 | -212291 | -174601 | -85078 | -171502 |
Profit Factor | 1.4789 | 2.0521 | 1.0799 | 1.0713 | 1.2068 | 0.9735 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 51.1811 | 51.5625 | 50.7937 | 51.1811 | 51.5625 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.4106 | 1.9278 | 1.0462 | 1.0219 | 1.1337 | 0.9431 |
Largest Winning Trade | 80501 | 80501 | 55966 | 56211 | 56211 | 54089 |
Largest Losing Trade | -67604 | -67604 | -57471 | -112160 | -55921 | -112160 |
Avg Bars in Trades | 54 | 47 | 61 | 54 | 47 | 61 |
Avg Bars in Winners | 64 | 55 | 73 | 64 | 55 | 73 |
Avg Bars in Losers | 44 | 38 | 50 | 44 | 38 | 50 |
Bars Traded | 6938 | 3033 | 3905 | 6938 | 3033 | 3905 |
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 | 322796 | -132676 | -453124 | -307237 | -300079 | -727355 |
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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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