Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311436.2163 | 212295.008 | 99141.2083 | 994357.8407 | 1080907.6107 | -86549.77 |
Total P&L (%) | 311.4362 | 212.295 | 99.1412 | 994.3578 | 1080.9076 | -86.5498 |
Avg Daily Profit (%) | 0.598 | 0.4076 | 0.1904 | 0.4605 | 0.4752 | -0.3844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51970 | -18333 | -56376 | -778680 | -249385 | -868269 |
Profit Factor | 2.0314 | 2.4555 | 1.6352 | 1.3773 | 1.9885 | 0.9439 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 44.3609 | 40.2985 | 48.4848 | 44.3609 | 40.2985 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.5479 | 3.6377 | 1.7374 | 1.7274 | 2.9459 | 1.0029 |
Largest Winning Trade | 59345 | 59345 | 31591 | 382720 | 382720 | 368834 |
Largest Losing Trade | -17247 | -11762 | -17247 | -229648 | -146323 | -229648 |
Avg Bars in Trades | 185 | 175 | 195 | 185 | 175 | 195 |
Avg Bars in Winners | 294 | 281 | 305 | 294 | 281 | 305 |
Avg Bars in Losers | 98 | 103 | 91 | 98 | 103 | 91 |
Bars Traded | 24648 | 11757 | 12891 | 24648 | 11757 | 12891 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449062 | -107225 | -114703 | 342785 | -107132 | -704449 |
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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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