Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433563.8849 | 377010.361 | 56553.5239 | 250212.2345 | 111021.3446 | 139190.8899 |
Total P&L (%) | 433.5639 | 377.0104 | 56.5535 | 250.2122 | 111.0213 | 139.1909 |
Avg Daily Profit (%) | 0.2297 | 0.1997 | 0.03 | 0.0664 | 0.0396 | 0.0462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97355 | -114380 | -88112 | -651774 | -574355 | -326984 |
Profit Factor | 1.6011 | 2.016 | 1.1615 | 1.092 | 1.0726 | 1.1169 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 42.7632 | 36.8421 | 48.6842 | 42.7632 | 36.8421 | 48.6842 |
Ratio Avg Win / Avg Loss | 2.1431 | 3.4559 | 1.2243 | 1.4616 | 1.8387 | 1.1773 |
Largest Winning Trade | 189665 | 189665 | 72679 | 449483 | 449483 | 164592 |
Largest Losing Trade | -49937 | -28451 | -49937 | -303998 | -139498 | -303998 |
Avg Bars in Trades | 23 | 22 | 23 | 23 | 22 | 23 |
Avg Bars in Winners | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 3505 | 1701 | 1805 | 3505 | 1701 | 1805 |
Profit Streak | 0 | 0 | 52.8796 | 0 | 0 | 52.8796 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329956 | -42847 | -245743 | -225329 | -333923 | -272243 |
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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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