Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341525.3134 | 311135.9925 | 30389.3209 | 10724.6033 | 6193.5393 | 4531.0641 |
Total P&L (%) | 341.5253 | 311.136 | 30.3893 | 10.7246 | 6.1935 | 4.5311 |
Avg Daily Profit (%) | 0.1727 | 0.1573 | 0.0154 | 0.0052 | 0.003 | 0.0022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128719 | -101822 | -210184 | -299542 | -309463 | -327502 |
Profit Factor | 1.4293 | 1.8049 | 1.0743 | 1.0073 | 1.0078 | 1.0068 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 51.5873 | 44.4444 | 58.7302 | 51.5873 | 44.4444 | 58.7302 |
Ratio Avg Win / Avg Loss | 1.3414 | 2.2562 | 0.7549 | 0.9453 | 1.2597 | 0.7075 |
Largest Winning Trade | 133421 | 133421 | 58710 | 132094 | 105652 | 132094 |
Largest Losing Trade | -46615 | -44078 | -46615 | -157398 | -157398 | -104048 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 35 | 38 | 33 | 35 | 38 | 33 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 3764 | 1876 | 1888 | 3764 | 1876 | 1888 |
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 | 326871 | -138160 | -461107 | -542494 | -715341 | -715609 |
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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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