Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315343.4664 | 236710.4989 | 78632.9675 | 29779.468 | -54360.709 | 84140.177 |
Total P&L (%) | 315.3435 | 236.7105 | 78.633 | 29.7795 | -54.3607 | 84.1402 |
Avg Daily Profit (%) | 0.2328 | 0.1747 | 0.058 | 0.0192 | -0.0579 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128018 | -88878 | -88145 | -257899 | -212438 | -127634 |
Profit Factor | 1.4609 | 1.6369 | 1.2516 | 1.0312 | 0.8966 | 1.1959 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 53.5714 | 45.7143 | 61.4286 | 53.5714 | 45.7143 | 61.4286 |
Ratio Avg Win / Avg Loss | 1.2661 | 1.9439 | 0.7859 | 0.8937 | 1.0647 | 0.7509 |
Largest Winning Trade | 252056 | 252056 | 50353 | 129834 | 72149 | 129834 |
Largest Losing Trade | -47766 | -28346 | -47766 | -77854 | -77854 | -72469 |
Avg Bars in Trades | 27 | 20 | 33 | 27 | 20 | 33 |
Avg Bars in Winners | 34 | 24 | 41 | 34 | 24 | 41 |
Avg Bars in Losers | 18 | 17 | 20 | 18 | 17 | 20 |
Bars Traded | 3807 | 1454 | 2353 | 3807 | 1454 | 2353 |
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 | 362868 | -85342 | -209989 | -357074 | -674958 | -232160 |
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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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