Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435009.9249 | 357064.4033 | 77945.5216 | 119806.6459 | 38147.9931 | 81658.6529 |
Total P&L (%) | 435.0099 | 357.0644 | 77.9455 | 119.8066 | 38.148 | 81.6587 |
Avg Daily Profit (%) | 0.2351 | 0.193 | 0.0421 | 0.0426 | 0.0175 | 0.0323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132458 | -172130 | -105594 | -293108 | -321899 | -197794 |
Profit Factor | 1.5736 | 1.8729 | 1.2231 | 1.0827 | 1.0479 | 1.1252 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 73 | 43 | 30 | 73 | 43 | 30 |
Profitability (%) | 43.8462 | 33.8462 | 53.8462 | 43.8462 | 33.8462 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.0153 | 3.6607 | 1.0484 | 1.3866 | 2.0481 | 0.9645 |
Largest Winning Trade | 279856 | 279856 | 57061 | 241985 | 241985 | 102255 |
Largest Losing Trade | -38082 | -21844 | -38082 | -99038 | -66337 | -99038 |
Avg Bars in Trades | 84 | 76 | 92 | 84 | 76 | 92 |
Avg Bars in Winners | 127 | 131 | 125 | 127 | 131 | 125 |
Avg Bars in Losers | 50 | 48 | 53 | 50 | 48 | 53 |
Bars Traded | 10948 | 4954 | 5994 | 10948 | 4954 | 5994 |
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 | 314622 | -127124 | -268202 | -267651 | -476889 | -365411 |
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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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