Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212382.219 | 99707.3107 | 112674.9082 | 316688.0794 | 74493.504 | 242194.5753 |
Total P&L (%) | 212.3822 | 99.7073 | 112.6749 | 316.6881 | 74.4935 | 242.1946 |
Avg Daily Profit (%) | 0.2303 | 0.1081 | 0.1222 | 0.1549 | 0.0604 | 0.1335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55286 | -55469 | -47072 | -289669 | -313509 | -244350 |
Profit Factor | 1.5621 | 1.5309 | 1.593 | 1.1969 | 1.0911 | 1.3061 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 56.0606 | 54.5455 | 57.5758 | 56.0606 | 54.5455 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.2244 | 1.2758 | 1.1738 | 0.9381 | 0.9093 | 0.9624 |
Largest Winning Trade | 57637 | 32354 | 57637 | 222015 | 121982 | 222015 |
Largest Losing Trade | -25631 | -18570 | -25631 | -152265 | -85517 | -152265 |
Avg Bars in Trades | 19 | 13 | 25 | 19 | 13 | 25 |
Avg Bars in Winners | 22 | 10 | 34 | 22 | 10 | 34 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 2613 | 909 | 1704 | 2613 | 909 | 1704 |
Profit Streak | 0 | 0 | 19.0906 | 0 | 0 | 19.0906 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395261 | -170435 | -150350 | 107718 | -357553 | -138690 |
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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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