Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326358.6383 | 116444.7915 | 209913.8468 | 200382.6683 | 224173.4313 | -23790.763 |
Total P&L (%) | 326.3586 | 116.4448 | 209.9138 | 200.3827 | 224.1734 | -23.7908 |
Avg Daily Profit (%) | 0.221 | 0.0789 | 0.1422 | 0.0745 | 0.0797 | -0.0184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201751 | -97025 | -118335 | -1591960 | -1007764 | -756053 |
Profit Factor | 1.4802 | 1.3454 | 1.6128 | 1.0565 | 1.1247 | 0.9864 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 46.8254 | 41.2698 | 52.381 | 46.8254 | 41.2698 | 52.381 |
Ratio Avg Win / Avg Loss | 1.6809 | 1.9146 | 1.4662 | 1.1998 | 1.6006 | 0.8967 |
Largest Winning Trade | 91775 | 91775 | 58468 | 819402 | 819402 | 201204 |
Largest Losing Trade | -30768 | -25993 | -30768 | -422173 | -422173 | -343712 |
Avg Bars in Trades | 136 | 103 | 170 | 136 | 103 | 170 |
Avg Bars in Winners | 178 | 103 | 238 | 178 | 103 | 238 |
Avg Bars in Losers | 99 | 103 | 95 | 99 | 103 | 95 |
Bars Traded | 17240 | 6503 | 10737 | 17240 | 6503 | 10737 |
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 | 331072 | -236538 | -147686 | -252676 | -319120 | -727149 |
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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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