Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304537.771 | 173270.1381 | 131267.633 | 861346.5072 | 307463.0026 | 553883.5046 |
Total P&L (%) | 304.5378 | 173.2701 | 131.2676 | 861.3465 | 307.463 | 553.8835 |
Avg Daily Profit (%) | 0.5277 | 0.3003 | 0.2275 | 0.3929 | 0.2437 | 0.3259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68679 | -38762 | -46804 | -294589 | -450981 | -245704 |
Profit Factor | 1.9642 | 2.1166 | 1.8171 | 1.5058 | 1.3287 | 1.7215 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 46.6165 | 41.791 | 51.5152 | 46.6165 | 41.791 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.2494 | 2.9481 | 1.7102 | 1.7244 | 1.8508 | 1.6202 |
Largest Winning Trade | 79775 | 79775 | 27438 | 394845 | 394845 | 200355 |
Largest Losing Trade | -22520 | -22186 | -22520 | -274097 | -274097 | -131239 |
Avg Bars in Trades | 100 | 79 | 121 | 100 | 79 | 121 |
Avg Bars in Winners | 140 | 132 | 147 | 140 | 132 | 147 |
Avg Bars in Losers | 65 | 42 | 94 | 65 | 42 | 94 |
Bars Traded | 13386 | 5354 | 8032 | 13386 | 5354 | 8032 |
Profit Streak | 0 | 0 | 501.7062 | 0 | 0 | 501.7062 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460789 | -108037 | -112486 | 388290 | -111175 | -111413 |
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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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