Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327196.5459 | 190950.4303 | 136246.1156 | 193082.6978 | -135254.1168 | 328336.8145 |
Total P&L (%) | 327.1965 | 190.9504 | 136.2461 | 193.0827 | -135.2541 | 328.3368 |
Avg Daily Profit (%) | 0.1736 | 0.1013 | 0.0723 | 0.0571 | 0 | 0.0772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110858 | -100032 | -72822 | -827915 | -859484 | -397361 |
Profit Factor | 1.51 | 1.5985 | 1.4224 | 1.0575 | 0.9247 | 1.2104 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 59.2593 | 56.7164 | 61.7647 | 59.2593 | 56.7164 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.0381 | 1.2199 | 0.8805 | 0.7271 | 0.7057 | 0.7493 |
Largest Winning Trade | 84658 | 84658 | 50593 | 306441 | 206892 | 306441 |
Largest Losing Trade | -55523 | -55523 | -46699 | -536279 | -536279 | -267943 |
Avg Bars in Trades | 54 | 60 | 47 | 54 | 60 | 47 |
Avg Bars in Winners | 43 | 48 | 39 | 43 | 48 | 39 |
Avg Bars in Losers | 69 | 76 | 62 | 69 | 76 | 62 |
Bars Traded | 7322 | 4059 | 3263 | 7322 | 4059 | 3263 |
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 | 371528 | -171641 | -204924 | -274081 | -696587 | -199653 |
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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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