Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405210.3392 | 323033.9813 | 82176.3579 | 217197.8902 | 371237.722 | -154039.8318 |
Total P&L (%) | 405.2103 | 323.034 | 82.1764 | 217.1979 | 371.2377 | -154.0398 |
Avg Daily Profit (%) | 0.3283 | 0.2617 | 0.0666 | 0.0936 | 0.1257 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116441 | -60493 | -91219 | -1286423 | -626276 | -963147 |
Profit Factor | 1.6064 | 2.1735 | 1.2091 | 1.0568 | 1.2284 | 0.9299 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 66.9118 | 66.1765 | 67.6471 | 66.9118 | 66.1765 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.7944 | 1.1109 | 0.5783 | 0.5226 | 0.6279 | 0.4447 |
Largest Winning Trade | 41868 | 41868 | 20667 | 182164 | 148783 | 182164 |
Largest Losing Trade | -74676 | -47877 | -74676 | -817681 | -412575 | -817681 |
Avg Bars in Trades | 52 | 65 | 40 | 52 | 65 | 40 |
Avg Bars in Winners | 35 | 36 | 33 | 35 | 36 | 33 |
Avg Bars in Losers | 88 | 121 | 54 | 88 | 121 | 54 |
Bars Traded | 7182 | 4432 | 2750 | 7182 | 4432 | 2750 |
Profit Streak | 13.6843 | 13.6843 | 43.0176 | 13.6843 | 13.6843 | 43.0176 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469130 | -95310 | -211647 | -223688 | -133751 | -686248 |
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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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