Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315380.0967 | 107072.278 | 208307.8187 | 461157.8942 | 129068.9439 | 332088.9504 |
Total P&L (%) | 315.3801 | 107.0723 | 208.3078 | 461.1579 | 129.0689 | 332.089 |
Avg Daily Profit (%) | 0.1961 | 0.0666 | 0.1295 | 0.1073 | 0.0515 | 0.091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118436 | -53788 | -143046 | -395644 | -128046 | -358837 |
Profit Factor | 1.5698 | 1.492 | 1.6203 | 1.2903 | 1.2145 | 1.3364 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 58.4615 | 56.9231 | 60 | 58.4615 | 56.9231 | 60 |
Ratio Avg Win / Avg Loss | 1.1154 | 1.1291 | 1.0802 | 0.9168 | 0.9191 | 0.891 |
Largest Winning Trade | 49996 | 49996 | 43756 | 114287 | 80419 | 114287 |
Largest Losing Trade | -42457 | -21599 | -42457 | -112073 | -55305 | -112073 |
Avg Bars in Trades | 44 | 24 | 65 | 44 | 24 | 65 |
Avg Bars in Winners | 40 | 14 | 64 | 40 | 14 | 64 |
Avg Bars in Losers | 51 | 38 | 66 | 51 | 38 | 66 |
Bars Traded | 5831 | 1605 | 4226 | 5831 | 1605 | 4226 |
Profit Streak | 0 | 50.9668 | 0 | 0 | 50.9668 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387420 | -232734 | -148562 | -49953 | -256128 | -203185 |
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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) |
---|