Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291852.05 | 160786.3845 | 131065.6655 | 221136.8984 | 306764.2911 | -85627.3927 |
Total P&L (%) | 291.8521 | 160.7864 | 131.0657 | 221.1369 | 306.7643 | -85.6274 |
Avg Daily Profit (%) | 0.1734 | 0.0955 | 0.0779 | 0.0693 | 0.0834 | -0.1152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190035 | -83481 | -120360 | -2329846 | -1345257 | -1143015 |
Profit Factor | 1.5018 | 1.6005 | 1.4176 | 1.0408 | 1.1236 | 0.9709 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 52.3077 | 50.7692 | 53.8462 | 52.3077 | 50.7692 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.3693 | 1.552 | 1.2151 | 0.9489 | 1.0896 | 0.8322 |
Largest Winning Trade | 113190 | 113190 | 55072 | 854123 | 854123 | 544555 |
Largest Losing Trade | -34740 | -30011 | -34740 | -442101 | -394693 | -442101 |
Avg Bars in Trades | 50 | 40 | 60 | 50 | 40 | 60 |
Avg Bars in Winners | 63 | 49 | 76 | 63 | 49 | 76 |
Avg Bars in Losers | 36 | 30 | 41 | 36 | 30 | 41 |
Bars Traded | 6552 | 2603 | 3949 | 6552 | 2603 | 3949 |
Profit Streak | 31.0136 | 31.0136 | 45.2636 | 31.0136 | 31.0136 | 45.2636 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392033 | -193014 | -217888 | -275552 | -296738 | -710466 |
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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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