Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446877.6979 | 373186.787 | 73690.9108 | 417927.7549 | 408889.6685 | 9038.0864 |
Total P&L (%) | 446.8777 | 373.1868 | 73.6909 | 417.9278 | 408.8897 | 9.0381 |
Avg Daily Profit (%) | 0.1899 | 0.1586 | 0.0313 | 0.0699 | 0.0692 | 0.0037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134134 | -51917 | -147886 | -833391 | -224623 | -720407 |
Profit Factor | 1.5713 | 2.1797 | 1.1582 | 1.1427 | 1.375 | 1.0049 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 47.4453 | 47.8261 | 47.0588 | 47.4453 | 47.8261 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.7405 | 2.3778 | 1.3029 | 1.2658 | 1.5 | 1.1305 |
Largest Winning Trade | 111113 | 111113 | 58657 | 231957 | 160033 | 231957 |
Largest Losing Trade | -55577 | -27927 | -55577 | -584064 | -112984 | -584064 |
Avg Bars in Trades | 67 | 57 | 77 | 67 | 57 | 77 |
Avg Bars in Winners | 91 | 75 | 108 | 91 | 75 | 108 |
Avg Bars in Losers | 45 | 41 | 49 | 45 | 41 | 49 |
Bars Traded | 9240 | 3988 | 5252 | 9240 | 3988 | 5252 |
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 | 351229 | -91389 | -308215 | -163793 | -201756 | -679404 |
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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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