Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326667.9401 | 295038.3717 | 31629.5684 | 58680.7436 | 125698.6996 | -67017.956 |
Total P&L (%) | 326.6679 | 295.0384 | 31.6296 | 58.6807 | 125.6987 | -67.018 |
Avg Daily Profit (%) | 0.1752 | 0.1582 | 0.017 | 0.0248 | 0.0437 | -0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103223 | -89029 | -85735 | -197211 | -152725 | -110629 |
Profit Factor | 1.5289 | 2.1931 | 1.0854 | 1.0696 | 1.3835 | 0.8699 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 47.8261 | 45.7143 | 50 | 47.8261 | 45.7143 | 50 |
Ratio Avg Win / Avg Loss | 1.6679 | 2.6043 | 1.0854 | 1.1669 | 1.6429 | 0.8699 |
Largest Winning Trade | 131287 | 131287 | 72169 | 97403 | 97403 | 89958 |
Largest Losing Trade | -45260 | -31168 | -45260 | -79421 | -45034 | -79421 |
Avg Bars in Trades | 154 | 150 | 157 | 154 | 150 | 157 |
Avg Bars in Winners | 206 | 207 | 205 | 206 | 207 | 205 |
Avg Bars in Losers | 106 | 103 | 109 | 106 | 103 | 109 |
Bars Traded | 10640 | 5284 | 5356 | 10640 | 5284 | 5356 |
Profit Streak | 0 | 0 | 84.6565 | 0 | 0 | 84.6565 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97120 | 351377 | -299187 | -411612 | -134557 | -580237 |
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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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