Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269341.0547 | 120671.4178 | 148669.6369 | 80629.1183 | 131130.979 | -50501.8607 |
Total P&L (%) | 269.3411 | 120.6714 | 148.6696 | 80.6291 | 131.131 | -50.5019 |
Avg Daily Profit (%) | 0.1681 | 0.0753 | 0.0928 | 0.0369 | 0.0523 | -0.0439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125919 | -93007 | -55154 | -690687 | -415318 | -310543 |
Profit Factor | 1.5614 | 1.4422 | 1.7187 | 1.0522 | 1.1651 | 0.9326 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 46.3415 | 38.7097 | 54.0984 | 46.3415 | 38.7097 | 54.0984 |
Ratio Avg Win / Avg Loss | 1.8079 | 2.2834 | 1.4583 | 1.2184 | 1.8447 | 0.7913 |
Largest Winning Trade | 264669 | 264669 | 53242 | 630127 | 630127 | 86440 |
Largest Losing Trade | -26089 | -26089 | -21041 | -164358 | -84422 | -164358 |
Avg Bars in Trades | 36 | 21 | 50 | 36 | 21 | 50 |
Avg Bars in Winners | 56 | 32 | 74 | 56 | 32 | 74 |
Avg Bars in Losers | 18 | 15 | 22 | 18 | 15 | 22 |
Bars Traded | 4434 | 1342 | 3092 | 4434 | 1342 | 3092 |
Profit Streak | 0 | 0 | 49.1662 | 0 | 0 | 49.1662 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325607 | -248880 | -227081 | -307739 | -319486 | -740937 |
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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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