Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555032.8863 | 427731.9066 | 127300.9797 | 271733.9706 | 114785.6054 | 156948.3652 |
Total P&L (%) | 555.0329 | 427.7319 | 127.301 | 271.734 | 114.7856 | 156.9484 |
Avg Daily Profit (%) | 0.3185 | 0.2455 | 0.0731 | 0.0754 | 0.0439 | 0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87638 | -107479 | -60435 | -847036 | -427938 | -578316 |
Profit Factor | 1.7371 | 2.0991 | 1.3499 | 1.0753 | 1.0656 | 1.0843 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 67 | 27 | 40 | 67 | 27 | 40 |
Losing Trades | 71 | 42 | 29 | 71 | 42 | 29 |
Profitability (%) | 48.5507 | 39.1304 | 57.971 | 48.5507 | 39.1304 | 57.971 |
Ratio Avg Win / Avg Loss | 1.8408 | 3.2652 | 0.9787 | 1.1395 | 1.6576 | 0.7862 |
Largest Winning Trade | 348130 | 348130 | 67298 | 348130 | 348130 | 266381 |
Largest Losing Trade | -37972 | -24878 | -37972 | -329157 | -105330 | -329157 |
Avg Bars in Trades | 24 | 15 | 33 | 24 | 15 | 33 |
Avg Bars in Winners | 31 | 21 | 38 | 31 | 21 | 38 |
Avg Bars in Losers | 17 | 11 | 26 | 17 | 11 | 26 |
Bars Traded | 3387 | 1059 | 2328 | 3387 | 1059 | 2328 |
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 | 447234 | -93906 | -197322 | -229956 | -387457 | -350633 |
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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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