Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364204.326 | 213815.3612 | 150388.9648 | 1327805.145 | 513425.8396 | 814379.3054 |
Total P&L (%) | 364.2043 | 213.8154 | 150.389 | 1327.8051 | 513.4258 | 814.3793 |
Avg Daily Profit (%) | 0.6311 | 0.3705 | 0.2606 | 0.4618 | 0.3148 | 0.3842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46977 | -48749 | -23456 | -665255 | -661344 | -205814 |
Profit Factor | 2.3794 | 2.1718 | 2.8438 | 1.8265 | 1.4454 | 2.7941 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 60.1942 | 53.8462 | 66.6667 | 60.1942 | 53.8462 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5735 | 1.8616 | 1.4219 | 1.2079 | 1.239 | 1.3971 |
Largest Winning Trade | 90940 | 90940 | 30859 | 738723 | 738723 | 371561 |
Largest Losing Trade | -24941 | -24941 | -16130 | -352905 | -352905 | -205814 |
Avg Bars in Trades | 128 | 119 | 138 | 128 | 119 | 138 |
Avg Bars in Winners | 132 | 122 | 141 | 132 | 122 | 141 |
Avg Bars in Losers | 123 | 116 | 131 | 123 | 116 | 131 |
Bars Traded | 13282 | 6238 | 7044 | 13282 | 6238 | 7044 |
Profit Streak | 0 | 0 | 514.1579 | 0 | 0 | 514.1579 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 613569 | -166736 | -164868 | 498054 | -169955 | -163491 |
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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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