Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425226.8987 | 328803.1271 | 96423.7716 | 202200.4043 | 176454.2236 | 25746.1806 |
Total P&L (%) | 425.2269 | 328.8031 | 96.4238 | 202.2004 | 176.4542 | 25.7462 |
Avg Daily Profit (%) | 0.196 | 0.1516 | 0.0444 | 0.051 | 0.0469 | 0.0106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233502 | -86371 | -266368 | -268305 | -100017 | -289466 |
Profit Factor | 1.5361 | 2.0438 | 1.2016 | 1.2453 | 1.5487 | 1.0512 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 86 | 42 | 44 | 84 | 43 | 41 |
Losing Trades | 38 | 20 | 18 | 40 | 19 | 21 |
Profitability (%) | 69.3548 | 67.7419 | 70.9677 | 67.7419 | 69.3548 | 66.129 |
Ratio Avg Win / Avg Loss | 0.6787 | 0.9733 | 0.4916 | 0.593 | 0.6843 | 0.5384 |
Largest Winning Trade | 69045 | 69045 | 44191 | 92891 | 51985 | 92891 |
Largest Losing Trade | -160073 | -41824 | -160073 | -175897 | -50010 | -175897 |
Avg Bars in Trades | 50 | 55 | 46 | 50 | 55 | 46 |
Avg Bars in Winners | 41 | 45 | 38 | 43 | 46 | 41 |
Avg Bars in Losers | 71 | 76 | 66 | 65 | 75 | 57 |
Bars Traded | 6303 | 3423 | 2880 | 6303 | 3423 | 2880 |
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 | 370248 | -143566 | -287187 | -124104 | -282025 | -500180 |
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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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