Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413301.7248 | 286153.7706 | 127147.9542 | 682448.4014 | 473561.6488 | 208886.7526 |
Total P&L (%) | 413.3017 | 286.1538 | 127.148 | 682.4484 | 473.5616 | 208.8868 |
Avg Daily Profit (%) | 0.2922 | 0.2023 | 0.0899 | 0.1455 | 0.1236 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92166 | -62714 | -52368 | -1364974 | -920152 | -702593 |
Profit Factor | 1.6425 | 1.88 | 1.3997 | 1.1836 | 1.2412 | 1.1192 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 50.7353 | 48.5294 | 52.9412 | 50.7353 | 48.5294 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.5949 | 1.994 | 1.2442 | 1.1493 | 1.3164 | 0.9948 |
Largest Winning Trade | 87837 | 87837 | 34094 | 575082 | 575082 | 457193 |
Largest Losing Trade | -40877 | -40877 | -38229 | -386012 | -359803 | -386012 |
Avg Bars in Trades | 39 | 51 | 28 | 39 | 51 | 28 |
Avg Bars in Winners | 40 | 48 | 34 | 40 | 48 | 34 |
Avg Bars in Losers | 38 | 54 | 21 | 38 | 54 | 21 |
Bars Traded | 5422 | 3509 | 1913 | 5422 | 3509 | 1913 |
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 | 431093 | -98820 | -180782 | -16387 | -138363 | -286057 |
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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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