Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121161.0174 | 55258.2645 | 65902.7529 | 164098.6045 | 102323.996 | 61774.6085 |
Total P&L (%) | 121.161 | 55.2583 | 65.9028 | 164.0986 | 102.324 | 61.7746 |
Avg Daily Profit (%) | 0.4653 | 0.2122 | 0.2531 | 0.3736 | 0.271 | 0.1849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58125 | -18548 | -44063 | -103304 | -30498 | -78674 |
Profit Factor | 1.578 | 1.6242 | 1.5442 | 1.4634 | 1.6961 | 1.2982 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Losing Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Profitability (%) | 49.6183 | 56.0606 | 43.0769 | 49.6183 | 56.0606 | 43.0769 |
Ratio Avg Win / Avg Loss | 1.6022 | 1.273 | 2.0405 | 1.4859 | 1.3293 | 1.7155 |
Largest Winning Trade | 19965 | 16498 | 19965 | 36057 | 36057 | 30041 |
Largest Losing Trade | -17255 | -14346 | -17255 | -27169 | -26398 | -27169 |
Avg Bars in Trades | 184 | 160 | 208 | 184 | 160 | 208 |
Avg Bars in Winners | 240 | 180 | 318 | 240 | 180 | 318 |
Avg Bars in Losers | 129 | 133 | 125 | 129 | 133 | 125 |
Bars Traded | 24135 | 10560 | 13575 | 24135 | 10560 | 13575 |
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 | 417059 | -116083 | -125557 | 323658 | -114460 | -127918 |
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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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