Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346906.7375 | 203954.5936 | 142952.1439 | 311577.0289 | -7418.527 | 318995.5558 |
Total P&L (%) | 346.9067 | 203.9546 | 142.9521 | 311.577 | -7.4185 | 318.9956 |
Avg Daily Profit (%) | 0.1836 | 0.108 | 0.0757 | 0.0749 | -0.0041 | 0.0759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82574 | -56306 | -97055 | -333560 | -326502 | -196661 |
Profit Factor | 1.5451 | 1.5572 | 1.5288 | 1.1548 | 0.9941 | 1.4187 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 61 | 23 | 38 | 61 | 23 | 38 |
Losing Trades | 75 | 45 | 30 | 75 | 45 | 30 |
Profitability (%) | 44.8529 | 33.8235 | 55.8824 | 44.8529 | 33.8235 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.8998 | 3.0467 | 1.207 | 1.4199 | 1.9449 | 1.1201 |
Largest Winning Trade | 128789 | 128789 | 47030 | 221304 | 221304 | 165042 |
Largest Losing Trade | -33997 | -29644 | -33997 | -122748 | -122748 | -99041 |
Avg Bars in Trades | 53 | 58 | 49 | 53 | 58 | 49 |
Avg Bars in Winners | 72 | 83 | 65 | 72 | 83 | 65 |
Avg Bars in Losers | 39 | 45 | 29 | 39 | 45 | 29 |
Bars Traded | 7343 | 3982 | 3361 | 7343 | 3982 | 3361 |
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 | 307177 | -161848 | -198853 | -144755 | -693749 | -199264 |
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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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