Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378200.0425 | 247719.7688 | 130480.2737 | 352031.0326 | 510355.553 | -158324.5204 |
Total P&L (%) | 378.2 | 247.7198 | 130.4803 | 352.031 | 510.3556 | -158.3245 |
Avg Daily Profit (%) | 0.2233 | 0.1463 | 0.077 | 0.0891 | 0.1069 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115048 | -89720 | -88010 | -1196056 | -310931 | -917905 |
Profit Factor | 1.5762 | 1.7916 | 1.38 | 1.1232 | 1.4322 | 0.9055 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 43.2203 | 37.2881 | 49.1525 | 43.2203 | 37.2881 | 49.1525 |
Ratio Avg Win / Avg Loss | 2.0707 | 3.0131 | 1.4276 | 1.4756 | 2.4086 | 0.9367 |
Largest Winning Trade | 89746 | 89746 | 57003 | 358717 | 358717 | 222494 |
Largest Losing Trade | -28866 | -28866 | -27723 | -331289 | -178734 | -331289 |
Avg Bars in Trades | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Winners | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3338 | 1640 | 1698 | 3338 | 1640 | 1698 |
Profit Streak | 0 | 50.8627 | 0 | 0 | 50.8627 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311686 | -175431 | -266235 | -160989 | -228953 | -757510 |
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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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