Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370283.1155 | 318752.2659 | 51530.8495 | 68632.6374 | 203179.7383 | -134547.1008 |
Total P&L (%) | 370.2831 | 318.7523 | 51.5309 | 68.6326 | 203.1797 | -134.5471 |
Avg Daily Profit (%) | 0.198 | 0.1705 | 0.0276 | 0.028 | 0.0593 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137749 | -142384 | -113548 | -804502 | -641882 | -622704 |
Profit Factor | 1.4699 | 1.7643 | 1.1389 | 1.0201 | 1.1202 | 0.9217 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 48.1481 | 48.5294 | 47.7612 | 48.1481 | 48.5294 | 47.7612 |
Ratio Avg Win / Avg Loss | 1.583 | 1.8712 | 1.2457 | 1.0986 | 1.1881 | 1.0081 |
Largest Winning Trade | 185459 | 185459 | 53486 | 396046 | 396046 | 277608 |
Largest Losing Trade | -42445 | -42445 | -41709 | -248365 | -157945 | -248365 |
Avg Bars in Trades | 39 | 43 | 35 | 39 | 43 | 35 |
Avg Bars in Winners | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Losers | 31 | 40 | 22 | 31 | 40 | 22 |
Bars Traded | 5355 | 2950 | 2405 | 5355 | 2950 | 2405 |
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 | 341112 | -99315 | -342810 | -354365 | -312024 | -696940 |
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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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