Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274411.4507 | 127598.6289 | 146812.8218 | 121625.7084 | 15602.9909 | 106022.7175 |
Total P&L (%) | 274.4115 | 127.5986 | 146.8128 | 121.6257 | 15.603 | 106.0227 |
Avg Daily Profit (%) | 0.1706 | 0.0793 | 0.0913 | 0.0495 | 0.009 | 0.0449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118355 | -129134 | -58159 | -203486 | -133593 | -112883 |
Profit Factor | 1.4521 | 1.3449 | 1.6194 | 1.1551 | 1.0332 | 1.3378 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 49.6063 | 43.75 | 55.5556 | 49.6063 | 43.75 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.4751 | 1.7291 | 1.2955 | 1.1735 | 1.3284 | 1.0703 |
Largest Winning Trade | 160368 | 160368 | 35198 | 134057 | 134057 | 33217 |
Largest Losing Trade | -31797 | -31797 | -25883 | -60283 | -47279 | -60283 |
Avg Bars in Trades | 72 | 68 | 77 | 72 | 68 | 77 |
Avg Bars in Winners | 79 | 70 | 86 | 79 | 70 | 86 |
Avg Bars in Losers | 66 | 66 | 66 | 66 | 66 | 66 |
Bars Traded | 9236 | 4364 | 4872 | 9236 | 4364 | 4872 |
Profit Streak | 0 | 0 | 87.2779 | 0 | 0 | 87.2779 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308385 | -227477 | -214179 | -176536 | -516522 | -277573 |
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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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