Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371735.9422 | 276495.6031 | 95240.339 | 21282.9657 | 711411.7622 | -690128.7965 |
Total P&L (%) | 371.7359 | 276.4956 | 95.2403 | 21.283 | 711.4118 | -690.1288 |
Avg Daily Profit (%) | 0.1954 | 0.1453 | 0.0501 | 0.0101 | 0.1101 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157805 | -170634 | -168813 | -815630 | -208063 | -945758 |
Profit Factor | 1.4367 | 1.6002 | 1.2439 | 1.0095 | 1.8104 | 0.4973 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 47.4453 | 44.9275 | 50 | 47.4453 | 44.9275 | 50 |
Ratio Avg Win / Avg Loss | 1.5914 | 1.9616 | 1.2439 | 1.1182 | 2.2192 | 0.4973 |
Largest Winning Trade | 117148 | 117148 | 53190 | 459562 | 459562 | 88975 |
Largest Losing Trade | -70124 | -34628 | -70124 | -430131 | -145511 | -430131 |
Avg Bars in Trades | 26 | 30 | 21 | 26 | 30 | 21 |
Avg Bars in Winners | 31 | 33 | 28 | 31 | 33 | 28 |
Avg Bars in Losers | 22 | 28 | 15 | 22 | 28 | 15 |
Bars Traded | 3614 | 2120 | 1494 | 3614 | 2120 | 1494 |
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 | 333332 | -99930 | -235220 | -395793 | -146077 | -689680 |
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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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