Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321079.4733 | 289506.1954 | 31573.2779 | 8346.2755 | 72252.0679 | -63905.7924 |
Total P&L (%) | 321.0795 | 289.5062 | 31.5733 | 8.3463 | 72.2521 | -63.9058 |
Avg Daily Profit (%) | 0.1723 | 0.1554 | 0.0169 | 0.0043 | 0.0292 | -0.0547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144777 | -156182 | -123127 | -704518 | -647679 | -512804 |
Profit Factor | 1.399 | 1.6895 | 1.082 | 1.0029 | 1.0503 | 0.9548 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 48.0916 | 48.4848 | 47.6923 | 48.0916 | 48.4848 | 47.6923 |
Ratio Avg Win / Avg Loss | 1.51 | 1.795 | 1.1868 | 1.0825 | 1.1159 | 1.0472 |
Largest Winning Trade | 185459 | 185459 | 52310 | 280433 | 280433 | 250115 |
Largest Losing Trade | -42445 | -42445 | -41709 | -215231 | -137400 | -215231 |
Avg Bars in Trades | 40 | 44 | 36 | 40 | 44 | 36 |
Avg Bars in Winners | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Losers | 30 | 39 | 22 | 30 | 39 | 22 |
Bars Traded | 5355 | 2962 | 2393 | 5355 | 2962 | 2393 |
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 | 316413 | -114329 | -436047 | -570550 | -443883 | -711689 |
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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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