Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332565.5077 | 129472.0855 | 203093.4222 | 32494.1037 | 127109.0421 | -94614.9384 |
Total P&L (%) | 332.5655 | 129.4721 | 203.0934 | 32.4941 | 127.109 | -94.6149 |
Avg Daily Profit (%) | 0.2232 | 0.0869 | 0.1363 | 0.0189 | 0.0551 | -0.1959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103894 | -51729 | -109021 | -412027 | -137964 | -385863 |
Profit Factor | 1.4572 | 1.4086 | 1.4948 | 1.0233 | 1.2364 | 0.8897 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 64.6552 | 63.7931 | 65.5172 | 64.6552 | 63.7931 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.7966 | 0.7995 | 0.7867 | 0.5594 | 0.7018 | 0.4683 |
Largest Winning Trade | 67966 | 67966 | 56349 | 114889 | 114889 | 66932 |
Largest Losing Trade | -81765 | -36323 | -81765 | -274089 | -120009 | -274089 |
Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Winners | 31 | 24 | 38 | 31 | 24 | 38 |
Avg Bars in Losers | 49 | 48 | 50 | 49 | 48 | 50 |
Bars Traded | 4430 | 1934 | 2495 | 4430 | 1934 | 2495 |
Profit Streak | 29.233 | 29.233 | 48.5664 | 29.233 | 29.233 | 48.5664 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374799 | -255568 | -188900 | -363880 | -299067 | -758259 |
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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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