Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461274.7045 | 367322.5726 | 93952.1319 | 170572.1728 | 176908.84 | -6336.6671 |
Total P&L (%) | 461.2747 | 367.3226 | 93.9521 | 170.5722 | 176.9088 | -6.3367 |
Avg Daily Profit (%) | 0.2013 | 0.1603 | 0.041 | 0.0434 | 0.0445 | -0.0029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87489 | -131967 | -84858 | -326075 | -379426 | -219456 |
Profit Factor | 1.585 | 1.8442 | 1.2659 | 1.075 | 1.1374 | 0.9936 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 48.5075 | 44.7761 | 52.2388 | 48.5075 | 44.7761 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.6825 | 2.2746 | 1.1574 | 1.1411 | 1.4028 | 0.9084 |
Largest Winning Trade | 157267 | 157267 | 60456 | 254096 | 254096 | 139357 |
Largest Losing Trade | -46872 | -44095 | -46872 | -215095 | -141920 | -215095 |
Avg Bars in Trades | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Winners | 66 | 64 | 69 | 66 | 64 | 69 |
Avg Bars in Losers | 35 | 29 | 41 | 35 | 29 | 41 |
Bars Traded | 6772 | 3028 | 3744 | 6772 | 3028 | 3744 |
Profit Streak | 0 | 0 | 74.7197 | 0 | 0 | 74.7197 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372356 | -108208 | -253693 | -273180 | -321871 | -696202 |
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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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