Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218814.8396 | 133128.3999 | 85686.4397 | 261716.7142 | 105080.157 | 156636.5573 |
Total P&L (%) | 218.8148 | 133.1284 | 85.6864 | 261.7167 | 105.0802 | 156.6366 |
Avg Daily Profit (%) | 0.3792 | 0.2307 | 0.1485 | 0.223 | 0.1245 | 0.1635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51820 | -51798 | -37235 | -225681 | -231904 | -120336 |
Profit Factor | 1.5665 | 1.5966 | 1.5252 | 1.224 | 1.1532 | 1.3249 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 50.3817 | 50 | 50.7692 | 50.3817 | 50 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.5427 | 1.5966 | 1.479 | 1.2055 | 1.1532 | 1.2847 |
Largest Winning Trade | 72657 | 72657 | 35223 | 198411 | 198411 | 100472 |
Largest Losing Trade | -24843 | -24843 | -16029 | -119302 | -119302 | -51801 |
Avg Bars in Trades | 101 | 102 | 100 | 101 | 102 | 100 |
Avg Bars in Winners | 98 | 103 | 93 | 98 | 103 | 93 |
Avg Bars in Losers | 104 | 101 | 107 | 104 | 101 | 107 |
Bars Traded | 13304 | 6767 | 6537 | 13304 | 6767 | 6537 |
Profit Streak | 0 | 0 | 502.742 | 0 | 0 | 502.742 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431362 | -113679 | -124379 | 267983 | -203378 | -123466 |
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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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