Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413439.4032 | 294066.6489 | 119372.7543 | 293952.9634 | 131927.4147 | 162025.5488 |
Total P&L (%) | 413.4394 | 294.0666 | 119.3728 | 293.953 | 131.9274 | 162.0255 |
Avg Daily Profit (%) | 0.2148 | 0.1528 | 0.062 | 0.0713 | 0.0437 | 0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136839 | -92351 | -82296 | -1346351 | -1039484 | -611208 |
Profit Factor | 1.6138 | 1.8789 | 1.3521 | 1.0618 | 1.0523 | 1.0725 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 44 | 44.4444 | 43.5484 | 44 | 44.4444 | 43.5484 |
Ratio Avg Win / Avg Loss | 2.0539 | 2.3487 | 1.7527 | 1.3513 | 1.3153 | 1.3903 |
Largest Winning Trade | 176835 | 176835 | 56158 | 581875 | 581875 | 436922 |
Largest Losing Trade | -34096 | -26739 | -34096 | -293803 | -293803 | -230573 |
Avg Bars in Trades | 179 | 155 | 203 | 179 | 155 | 203 |
Avg Bars in Winners | 250 | 222 | 278 | 250 | 222 | 278 |
Avg Bars in Losers | 123 | 102 | 145 | 123 | 102 | 145 |
Bars Traded | 22438 | 9813 | 12625 | 22438 | 9813 | 12625 |
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 | 316822 | -138334 | -265566 | -252379 | -446683 | -423787 |
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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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