Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265702.3965 | 157049.287 | 108653.1096 | 485463.658 | 204358.8633 | 281104.7946 |
Total P&L (%) | 265.7024 | 157.0493 | 108.6531 | 485.4637 | 204.3589 | 281.1048 |
Avg Daily Profit (%) | 0.4604 | 0.2721 | 0.1883 | 0.3067 | 0.1931 | 0.2321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85758 | -72156 | -39281 | -770280 | -658564 | -202918 |
Profit Factor | 1.712 | 1.7054 | 1.7219 | 1.2806 | 1.1864 | 1.4436 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 60.3053 | 57.5758 | 63.0769 | 60.3053 | 57.5758 | 63.0769 |
Ratio Avg Win / Avg Loss | 1.1269 | 1.2566 | 1.008 | 0.8429 | 0.8742 | 0.845 |
Largest Winning Trade | 82689 | 82689 | 30501 | 535123 | 535123 | 132334 |
Largest Losing Trade | -23548 | -23548 | -21376 | -292391 | -292391 | -202918 |
Avg Bars in Trades | 101 | 95 | 107 | 101 | 95 | 107 |
Avg Bars in Winners | 88 | 91 | 85 | 88 | 91 | 85 |
Avg Bars in Losers | 120 | 99 | 143 | 120 | 99 | 143 |
Bars Traded | 13254 | 6290 | 6964 | 13254 | 6290 | 6964 |
Profit Streak | 0 | 0 | 509.1857 | 0 | 0 | 509.1857 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477835 | -113230 | -119366 | 292489 | -133169 | -121849 |
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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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