Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322157.9511 | 112035.7364 | 210122.2148 | 391254.1087 | -32008.1225 | 423262.2312 |
Total P&L (%) | 322.158 | 112.0357 | 210.1222 | 391.2541 | -32.0081 | 423.2622 |
Avg Daily Profit (%) | 0.2173 | 0.0756 | 0.1418 | 0.1074 | -0.026 | 0.1117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86393 | -78641 | -29556 | -454805 | -520271 | -70161 |
Profit Factor | 1.9092 | 1.4505 | 2.989 | 1.3493 | 0.9609 | 2.4031 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 73.8462 | 70.7692 | 76.9231 | 73.8462 | 70.7692 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.6762 | 0.5991 | 0.8967 | 0.4779 | 0.3969 | 0.7209 |
Largest Winning Trade | 40920 | 40920 | 36764 | 108478 | 108478 | 71078 |
Largest Losing Trade | -69880 | -69880 | -29556 | -417711 | -417711 | -68620 |
Avg Bars in Trades | 40 | 49 | 31 | 40 | 49 | 31 |
Avg Bars in Winners | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Losers | 98 | 116 | 75 | 98 | 116 | 75 |
Bars Traded | 5301 | 3241 | 2060 | 5301 | 3241 | 2060 |
Profit Streak | 0 | 0 | 16.7233 | 0 | 0 | 16.7233 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443881 | -221677 | -127985 | -47110 | -709766 | -169179 |
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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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