Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485330.5148 | 430963.4706 | 54367.0443 | 157689.9868 | 152004.0772 | 5685.9097 |
Total P&L (%) | 485.3305 | 430.9635 | 54.367 | 157.69 | 152.0041 | 5.6859 |
Avg Daily Profit (%) | 0.1942 | 0.1724 | 0.0218 | 0.0379 | 0.037 | 0.0022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109572 | -113204 | -81970 | -214951 | -245108 | -208363 |
Profit Factor | 1.8294 | 2.7738 | 1.1589 | 1.1604 | 1.3759 | 1.0098 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 44.1176 | 39.7059 | 48.5294 | 44.1176 | 39.7059 | 48.5294 |
Ratio Avg Win / Avg Loss | 2.3173 | 4.212 | 1.2291 | 1.4698 | 2.0894 | 1.071 |
Largest Winning Trade | 406022 | 406022 | 65730 | 176020 | 176020 | 99045 |
Largest Losing Trade | -38713 | -28750 | -38713 | -146406 | -78964 | -146406 |
Avg Bars in Trades | 107 | 70 | 143 | 107 | 70 | 143 |
Avg Bars in Winners | 162 | 114 | 201 | 162 | 114 | 201 |
Avg Bars in Losers | 63 | 42 | 89 | 63 | 42 | 89 |
Bars Traded | 14600 | 4814 | 9786 | 14600 | 4814 | 9786 |
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 | 328146 | -100782 | -320623 | -188354 | -255288 | -675388 |
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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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