Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342752.2793 | 168767.1906 | 173985.0888 | 489999.6376 | 136030.2742 | 353969.3634 |
Total P&L (%) | 342.7523 | 168.7672 | 173.9851 | 489.9996 | 136.0303 | 353.9694 |
Avg Daily Profit (%) | 0.3068 | 0.1511 | 0.1557 | 0.159 | 0.0769 | 0.1355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72572 | -41162 | -62142 | -238090 | -214264 | -170563 |
Profit Factor | 1.7771 | 1.6755 | 1.9099 | 1.3698 | 1.174 | 1.6518 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 51.2195 | 46.7742 | 55.7377 | 51.2195 | 46.7742 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.6925 | 1.9066 | 1.5167 | 1.3046 | 1.3359 | 1.3117 |
Largest Winning Trade | 119740 | 119740 | 31354 | 219975 | 219975 | 143526 |
Largest Losing Trade | -61714 | -31296 | -61714 | -170563 | -97753 | -170563 |
Avg Bars in Trades | 106 | 114 | 98 | 106 | 114 | 98 |
Avg Bars in Winners | 127 | 136 | 120 | 127 | 136 | 120 |
Avg Bars in Losers | 83 | 94 | 71 | 83 | 94 | 71 |
Bars Traded | 13079 | 7072 | 6007 | 13079 | 7072 | 6007 |
Profit Streak | 0 | 0 | 12.0744 | 0 | 0 | 12.0744 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445983 | -145057 | -149445 | 297559 | -274868 | -170422 |
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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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