Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385121.696 | 320596.2025 | 64525.4935 | 18523.6754 | 666716.6888 | -648193.0134 |
Total P&L (%) | 385.1217 | 320.5962 | 64.5255 | 18.5237 | 666.7167 | -648.193 |
Avg Daily Profit (%) | 0.2026 | 0.1686 | 0.0339 | 0.0089 | 0.1072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168821 | -111638 | -186493 | -753684 | -167659 | -873929 |
Profit Factor | 1.4248 | 1.7357 | 1.1371 | 1.0087 | 1.8022 | 0.4997 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 53.4884 | 55.3846 | 51.5625 | 53.4884 | 55.3846 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.239 | 1.3982 | 1.0682 | 0.8771 | 1.4518 | 0.4694 |
Largest Winning Trade | 104996 | 104996 | 67319 | 342608 | 342608 | 70475 |
Largest Losing Trade | -63920 | -37973 | -63920 | -439930 | -127678 | -439930 |
Avg Bars in Trades | 85 | 64 | 107 | 85 | 64 | 107 |
Avg Bars in Winners | 96 | 56 | 140 | 96 | 56 | 140 |
Avg Bars in Losers | 73 | 73 | 73 | 73 | 73 | 73 |
Bars Traded | 11073 | 4183 | 6890 | 11073 | 4183 | 6890 |
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 | 334215 | -121450 | -356647 | -400580 | -178144 | -719755 |
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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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