Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383114.4585 | 251897.2211 | 131217.2374 | 271894.0991 | 412634.1629 | -140740.0638 |
Total P&L (%) | 383.1145 | 251.8972 | 131.2172 | 271.8941 | 412.6342 | -140.7401 |
Avg Daily Profit (%) | 0.2797 | 0.1839 | 0.0958 | 0.0959 | 0.1194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108594 | -90498 | -56040 | -502422 | -374796 | -299043 |
Profit Factor | 1.5666 | 1.77 | 1.3759 | 1.1431 | 1.4633 | 0.8606 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
Profitability (%) | 42.3077 | 32.3077 | 52.3077 | 42.3077 | 32.3077 | 52.3077 |
Ratio Avg Win / Avg Loss | 2.1362 | 3.7087 | 1.2545 | 1.5588 | 3.066 | 0.7846 |
Largest Winning Trade | 137780 | 137780 | 46809 | 266380 | 266380 | 145359 |
Largest Losing Trade | -36732 | -18905 | -36732 | -126615 | -112134 | -126615 |
Avg Bars in Trades | 125 | 114 | 135 | 125 | 114 | 135 |
Avg Bars in Winners | 207 | 223 | 196 | 207 | 223 | 196 |
Avg Bars in Losers | 64 | 62 | 68 | 64 | 62 | 68 |
Bars Traded | 16265 | 7440 | 8825 | 16265 | 7440 | 8825 |
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 | 305255 | -127998 | -195918 | -129562 | -170271 | -712159 |
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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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