Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603509.8554 | 432449.8926 | 171059.9628 | 909027.3078 | 760260.6832 | 148766.6246 |
Total P&L (%) | 603.5099 | 432.4499 | 171.06 | 909.0273 | 760.2607 | 148.7666 |
Avg Daily Profit (%) | 0.3174 | 0.2274 | 0.09 | 0.1217 | 0.1133 | 0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139773 | -74661 | -153718 | -926954 | -601832 | -868651 |
Profit Factor | 1.7257 | 2.014 | 1.4222 | 1.2042 | 1.3155 | 1.0728 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 52.6718 | 51.5152 | 53.8462 | 52.6718 | 51.5152 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.5506 | 1.8956 | 1.2191 | 1.082 | 1.2381 | 0.9196 |
Largest Winning Trade | 113069 | 113069 | 66928 | 427866 | 427866 | 322179 |
Largest Losing Trade | -67169 | -37360 | -67169 | -601832 | -601832 | -377886 |
Avg Bars in Trades | 84 | 63 | 106 | 84 | 63 | 106 |
Avg Bars in Winners | 92 | 58 | 125 | 92 | 58 | 125 |
Avg Bars in Losers | 75 | 68 | 83 | 75 | 68 | 83 |
Bars Traded | 11065 | 4158 | 6907 | 11065 | 4158 | 6907 |
Profit Streak | 0 | 0 | 499.5147 | 0 | 0 | 499.5147 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468205 | -112300 | -202614 | -29996 | -165193 | -401556 |
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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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