Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214708.1049 | 118908.7841 | 95799.3208 | 362725.643 | 176179.6884 | 186545.9547 |
Total P&L (%) | 214.7081 | 118.9088 | 95.7993 | 362.7256 | 176.1797 | 186.546 |
Avg Daily Profit (%) | 0.3721 | 0.2061 | 0.166 | 0.2658 | 0.1762 | 0.1826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43500 | -51328 | -53885 | -244326 | -310122 | -199416 |
Profit Factor | 1.6273 | 1.6738 | 1.5778 | 1.2816 | 1.2422 | 1.3327 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 56.4886 | 56.0606 | 56.9231 | 56.4886 | 56.0606 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.2535 | 1.3119 | 1.194 | 0.9871 | 0.9736 | 1.0085 |
Largest Winning Trade | 32043 | 32043 | 28358 | 149482 | 149482 | 103942 |
Largest Losing Trade | -26027 | -26027 | -17549 | -136238 | -136238 | -66772 |
Avg Bars in Trades | 101 | 75 | 127 | 101 | 75 | 127 |
Avg Bars in Winners | 89 | 69 | 108 | 89 | 69 | 108 |
Avg Bars in Losers | 117 | 83 | 152 | 117 | 83 | 152 |
Bars Traded | 13307 | 4999 | 8308 | 13307 | 4999 | 8308 |
Profit Streak | 0 | 0 | 506.1621 | 0 | 0 | 506.1621 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426945 | -114052 | -121476 | 262302 | -118303 | -122833 |
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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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