Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432125.2268 | 400442.8721 | 31682.3547 | 138571.8466 | 413660.8641 | -275089.0175 |
Total P&L (%) | 432.1252 | 400.4429 | 31.6824 | 138.5718 | 413.6609 | -275.089 |
Avg Daily Profit (%) | 0.2441 | 0.2262 | 0.0179 | 0.0491 | 0.0925 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141906 | -92903 | -70761 | -902103 | -452357 | -494365 |
Profit Factor | 1.6123 | 2.27 | 1.0812 | 1.0411 | 1.3014 | 0.8623 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 42.6471 | 38.2353 | 47.0588 | 42.6471 | 38.2353 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.1683 | 3.667 | 1.2163 | 1.4001 | 2.1022 | 0.9701 |
Largest Winning Trade | 198637 | 198637 | 76795 | 444872 | 399139 | 444872 |
Largest Losing Trade | -48469 | -32193 | -48469 | -314497 | -115648 | -314497 |
Avg Bars in Trades | 76 | 60 | 91 | 76 | 60 | 91 |
Avg Bars in Winners | 125 | 99 | 146 | 125 | 99 | 146 |
Avg Bars in Losers | 39 | 36 | 43 | 39 | 36 | 43 |
Bars Traded | 10385 | 4146 | 6239 | 10385 | 4146 | 6239 |
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 | 307828 | -101866 | -413768 | -305098 | -182333 | -691379 |
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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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