Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213088.2277 | 64012.7775 | 149075.4502 | 183325.8143 | 74232.7219 | 109093.0924 |
Total P&L (%) | 213.0882 | 64.0128 | 149.0755 | 183.3258 | 74.2327 | 109.0931 |
Avg Daily Profit (%) | 0.206 | 0.0619 | 0.1441 | 0.1007 | 0.0537 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74873 | -25955 | -74569 | -239925 | -101814 | -138111 |
Profit Factor | 1.4635 | 1.5605 | 1.4315 | 1.2226 | 1.3087 | 1.1871 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Losing Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Profitability (%) | 48.1752 | 52.1739 | 44.1176 | 48.1752 | 52.1739 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.5744 | 1.4304 | 1.8132 | 1.3152 | 1.1996 | 1.5037 |
Largest Winning Trade | 65894 | 27552 | 65894 | 110485 | 96802 | 110485 |
Largest Losing Trade | -27943 | -15010 | -27943 | -54581 | -50039 | -54581 |
Avg Bars in Trades | 86 | 6 | 167 | 86 | 6 | 167 |
Avg Bars in Winners | 123 | 4 | 266 | 123 | 4 | 266 |
Avg Bars in Losers | 51 | 7 | 90 | 51 | 7 | 90 |
Bars Traded | 11836 | 415 | 11421 | 11836 | 415 | 11421 |
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 | 342722 | -210126 | -110368 | -59215 | -222193 | -223008 |
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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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