Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379694.4211 | 297964.3485 | 81730.0727 | 31634.6086 | -102843.5213 | 134478.13 |
Total P&L (%) | 379.6944 | 297.9643 | 81.7301 | 31.6346 | -102.8435 | 134.4781 |
Avg Daily Profit (%) | 0.198 | 0.1554 | 0.0426 | 0.0143 | 0 | 0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101058 | -77849 | -75055 | -869519 | -558491 | -375390 |
Profit Factor | 1.4771 | 1.7265 | 1.2119 | 1.0088 | 0.9482 | 1.0825 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 49.6241 | 42.4242 | 56.7164 | 49.6241 | 42.4242 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.4995 | 2.3432 | 0.9249 | 1.024 | 1.2868 | 0.8261 |
Largest Winning Trade | 288956 | 288956 | 52266 | 333962 | 333962 | 248808 |
Largest Losing Trade | -58503 | -28644 | -58503 | -215626 | -215626 | -185582 |
Avg Bars in Trades | 27 | 22 | 32 | 27 | 22 | 32 |
Avg Bars in Winners | 33 | 27 | 38 | 33 | 27 | 38 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 3639 | 1463 | 2176 | 3639 | 1463 | 2176 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333157 | -116614 | -253906 | -387074 | -706237 | -380804 |
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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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