Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745269.5434 | 646483.118 | 98786.4253 | 387250.0372 | 99249.4395 | 288000.5977 |
Total P&L (%) | 745.2695 | 646.4831 | 98.7864 | 387.25 | 99.2494 | 288.0006 |
Avg Daily Profit (%) | 0.4011 | 0.3479 | 0.0532 | 0.0853 | 0.0371 | 0.073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103242 | -104727 | -73680 | -589198 | -531450 | -264452 |
Profit Factor | 2.1527 | 2.7839 | 1.3477 | 1.1367 | 1.0602 | 1.2432 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 34.375 | 28.125 | 40.625 | 34.375 | 28.125 | 40.625 |
Ratio Avg Win / Avg Loss | 4.1097 | 7.1145 | 1.9697 | 2.1701 | 2.7094 | 1.817 |
Largest Winning Trade | 617703 | 617703 | 65053 | 512195 | 512195 | 314363 |
Largest Losing Trade | -27661 | -27661 | -17700 | -149302 | -138922 | -149302 |
Avg Bars in Trades | 28 | 23 | 32 | 28 | 23 | 32 |
Avg Bars in Winners | 59 | 57 | 60 | 59 | 57 | 60 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 3602 | 1530 | 2072 | 3602 | 1530 | 2072 |
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 | 302123 | -140606 | -263533 | -153626 | -451754 | -237728 |
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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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