Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333136.7455 | 114892.4927 | 218244.2529 | 482957.1119 | -22624.8446 | 505581.9565 |
Total P&L (%) | 333.1367 | 114.8925 | 218.2443 | 482.9571 | -22.6248 | 505.582 |
Avg Daily Profit (%) | 0.2234 | 0.077 | 0.1463 | 0.1183 | -0.0172 | 0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67305 | -67305 | -38424 | -459333 | -533288 | -131611 |
Profit Factor | 2.0312 | 1.4763 | 3.6673 | 1.4066 | 0.9762 | 3.1266 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 87.5969 | 87.5 | 87.6923 | 87.5969 | 87.5 | 87.6923 |
Ratio Avg Win / Avg Loss | 0.2876 | 0.2109 | 0.5147 | 0.1992 | 0.1395 | 0.4388 |
Largest Winning Trade | 29777 | 29777 | 17204 | 67290 | 67290 | 38531 |
Largest Losing Trade | -67305 | -67305 | -38424 | -459333 | -459333 | -131611 |
Avg Bars in Trades | 20 | 27 | 13 | 20 | 27 | 13 |
Avg Bars in Winners | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Losers | 95 | 148 | 41 | 95 | 148 | 41 |
Bars Traded | 2664 | 1774 | 890 | 2664 | 1774 | 890 |
Profit Streak | 38.0989 | 90.5989 | 38.0989 | 38.0989 | 90.5989 | 38.0989 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575821 | -223441 | -119000 | -28953 | -713616 | -153426 |
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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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