Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291889.4402 | 114521.318 | 177368.1222 | -480577.6656 | -438389.4831 | -42188.1826 |
Total P&L (%) | 291.8894 | 114.5213 | 177.3681 | -480.5777 | -438.3895 | -42.1882 |
Avg Daily Profit (%) | 0.2819 | 0.1106 | 0.1713 | 0 | 0 | -0.0529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143613 | -93338 | -121202 | -1156861 | -666149 | -763997 |
Profit Factor | 1.5527 | 1.4217 | 1.6912 | 0.8019 | 0.6253 | 0.9664 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 99 | 48 | 51 | 87 | 42 | 45 |
Losing Trades | 31 | 17 | 14 | 43 | 23 | 20 |
Profitability (%) | 76.1538 | 73.8462 | 78.4615 | 66.9231 | 64.6154 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.4862 | 0.5035 | 0.4642 | 0.3963 | 0.3424 | 0.4295 |
Largest Winning Trade | 42469 | 42469 | 41030 | 167893 | 79092 | 167893 |
Largest Losing Trade | -121202 | -41191 | -121202 | -655535 | -258848 | -655535 |
Avg Bars in Trades | 29 | 29 | 30 | 29 | 29 | 30 |
Avg Bars in Winners | 18 | 16 | 20 | 21 | 20 | 22 |
Avg Bars in Losers | 67 | 65 | 69 | 47 | 44 | 50 |
Bars Traded | 3896 | 1890 | 2006 | 3896 | 1890 | 2006 |
Profit Streak | 29.1735 | 29.1735 | 57.4235 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510510 | -173031 | -118729 | -577961 | -710285 | -709965 |
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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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