Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363242.1443 | 286377.2008 | 76864.9435 | 110819.7167 | 370826.4686 | -260006.7519 |
Total P&L (%) | 363.2421 | 286.3772 | 76.8649 | 110.8197 | 370.8265 | -260.0068 |
Avg Daily Profit (%) | 0.2051 | 0.1617 | 0.0434 | 0.0421 | 0.0875 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128165 | -85466 | -85922 | -483865 | -188371 | -430053 |
Profit Factor | 1.4653 | 1.7968 | 1.1825 | 1.0594 | 1.5146 | 0.7732 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 51.8248 | 48.5294 | 55.0725 | 51.8248 | 48.5294 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.3621 | 1.9057 | 0.9646 | 0.9848 | 1.6064 | 0.6307 |
Largest Winning Trade | 109443 | 109443 | 68648 | 131541 | 131541 | 105906 |
Largest Losing Trade | -45743 | -45743 | -45004 | -234364 | -89525 | -234364 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 32 | 26 | 36 | 32 | 26 | 36 |
Avg Bars in Losers | 15 | 18 | 12 | 15 | 18 | 12 |
Bars Traded | 3315 | 1520 | 1795 | 3315 | 1520 | 1795 |
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 | 346890 | -99050 | -257176 | -292656 | -183357 | -681523 |
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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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