Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231576.889 | 141100.8746 | 90476.0144 | 346767.8266 | 166585.1825 | 180182.6441 |
Total P&L (%) | 231.5769 | 141.1009 | 90.476 | 346.7678 | 166.5852 | 180.1826 |
Avg Daily Profit (%) | 0.4013 | 0.2445 | 0.1568 | 0.2597 | 0.1701 | 0.1787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60291 | -52956 | -38729 | -176164 | -276928 | -142515 |
Profit Factor | 1.6112 | 1.6695 | 1.5381 | 1.296 | 1.2453 | 1.3659 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 46.7153 | 40.5797 | 52.9412 | 46.7153 | 40.5797 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.8377 | 2.4446 | 1.3672 | 1.4783 | 1.8235 | 1.2142 |
Largest Winning Trade | 88977 | 88977 | 23720 | 255355 | 255355 | 94927 |
Largest Losing Trade | -19104 | -19104 | -14659 | -105512 | -105512 | -43107 |
Avg Bars in Trades | 97 | 80 | 114 | 97 | 80 | 114 |
Avg Bars in Winners | 135 | 117 | 150 | 135 | 117 | 150 |
Avg Bars in Losers | 63 | 55 | 74 | 63 | 55 | 74 |
Bars Traded | 13330 | 5555 | 7775 | 13330 | 5555 | 7775 |
Profit Streak | 0 | 0 | 510.0582 | 0 | 0 | 510.0582 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399116 | -94847 | -99438 | 247909 | -97785 | -100303 |
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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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