Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302581.0424 | 194135.2634 | 108445.779 | 51076.4914 | 37467.5458 | 13608.9456 |
Total P&L (%) | 302.581 | 194.1353 | 108.4458 | 51.0765 | 37.4675 | 13.6089 |
Avg Daily Profit (%) | 0.1888 | 0.1211 | 0.0677 | 0.0257 | 0.0199 | 0.008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108071 | -114947 | -56223 | -106193 | -66039 | -61484 |
Profit Factor | 1.5213 | 1.6842 | 1.3656 | 1.1167 | 1.1825 | 1.0586 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 49.7041 | 45.8824 | 53.5714 | 49.7041 | 45.8824 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.5395 | 1.9865 | 1.1835 | 1.13 | 1.3947 | 0.9174 |
Largest Winning Trade | 265644 | 265644 | 65205 | 81727 | 81727 | 37097 |
Largest Losing Trade | -49992 | -46765 | -49992 | -60729 | -35409 | -60729 |
Avg Bars in Trades | 26 | 23 | 30 | 26 | 23 | 30 |
Avg Bars in Winners | 31 | 22 | 40 | 31 | 22 | 40 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 4519 | 1970 | 2549 | 4519 | 1970 | 2549 |
Profit Streak | 0 | 0 | 48.2282 | 0 | 0 | 48.2282 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400343 | -29789 | -100436 | -250858 | -190208 | -391789 |
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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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