Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404778.4058 | 307115.8301 | 97662.5757 | 135550.5856 | 226005.3402 | -90454.7546 |
Total P&L (%) | 404.7784 | 307.1158 | 97.6626 | 135.5506 | 226.0053 | -90.4548 |
Avg Daily Profit (%) | 0.2128 | 0.1615 | 0.0513 | 0.0451 | 0.0622 | -0.1234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120368 | -132441 | -104826 | -597975 | -584439 | -395518 |
Profit Factor | 1.5823 | 1.8945 | 1.2776 | 1.0532 | 1.1872 | 0.9324 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 49.2188 | 48.4375 | 50 | 49.2188 | 48.4375 | 50 |
Ratio Avg Win / Avg Loss | 1.6325 | 2.0168 | 1.2776 | 1.0867 | 1.2638 | 0.9324 |
Largest Winning Trade | 190751 | 190751 | 56770 | 405509 | 405509 | 252374 |
Largest Losing Trade | -49817 | -33626 | -49817 | -213692 | -159674 | -213692 |
Avg Bars in Trades | 56 | 48 | 65 | 56 | 48 | 65 |
Avg Bars in Winners | 87 | 67 | 106 | 87 | 67 | 106 |
Avg Bars in Losers | 27 | 30 | 24 | 27 | 30 | 24 |
Bars Traded | 7280 | 3096 | 4184 | 7280 | 3096 | 4184 |
Profit Streak | 0 | 0 | 590.3681 | 0 | 0 | 590.3681 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384696 | -128899 | -262618 | -294651 | -264362 | -718999 |
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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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