Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571733.0381 | 489100.5097 | 82632.5284 | 563224.7219 | 492936.7351 | 70287.9868 |
Total P&L (%) | 571.733 | 489.1005 | 82.6325 | 563.2247 | 492.9367 | 70.288 |
Avg Daily Profit (%) | 0.2893 | 0.2475 | 0.0418 | 0.0958 | 0.0901 | 0.0269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107835 | -110393 | -184297 | -782121 | -671810 | -490276 |
Profit Factor | 1.6828 | 2.2402 | 1.1865 | 1.1918 | 1.3281 | 1.049 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 49.2647 | 51.4706 | 47.0588 | 49.2647 | 51.4706 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.733 | 2.1122 | 1.3348 | 1.2273 | 1.2523 | 1.1801 |
Largest Winning Trade | 140059 | 140059 | 71641 | 445971 | 363192 | 445971 |
Largest Losing Trade | -68870 | -34499 | -68870 | -299225 | -299225 | -226052 |
Avg Bars in Trades | 85 | 78 | 92 | 85 | 78 | 92 |
Avg Bars in Winners | 124 | 109 | 140 | 124 | 109 | 140 |
Avg Bars in Losers | 47 | 46 | 48 | 47 | 46 | 48 |
Bars Traded | 11618 | 5355 | 6263 | 11618 | 5355 | 6263 |
Profit Streak | 0 | 0 | 554.0357 | 0 | 0 | 554.0357 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434290 | -96698 | -262032 | -74181 | -181384 | -433169 |
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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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