Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221781.5633 | 134592.7678 | 87188.7956 | 303722.5619 | 112707.8666 | 191014.6954 |
Total P&L (%) | 221.7816 | 134.5928 | 87.1888 | 303.7226 | 112.7079 | 191.0147 |
Avg Daily Profit (%) | 0.3843 | 0.2332 | 0.1511 | 0.2421 | 0.1309 | 0.1853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67637 | -46034 | -48922 | -145950 | -220087 | -92321 |
Profit Factor | 1.6013 | 1.677 | 1.5128 | 1.3314 | 1.2129 | 1.4933 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 41.6 | 34.9206 | 48.3871 | 41.6 | 34.9206 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.248 | 3.1254 | 1.6136 | 1.869 | 2.2604 | 1.5929 |
Largest Winning Trade | 73116 | 73116 | 24633 | 172589 | 172589 | 90153 |
Largest Losing Trade | -23979 | -21141 | -23979 | -108236 | -108236 | -48542 |
Avg Bars in Trades | 106 | 93 | 120 | 106 | 93 | 120 |
Avg Bars in Winners | 155 | 155 | 155 | 155 | 155 | 155 |
Avg Bars in Losers | 72 | 60 | 86 | 72 | 60 | 86 |
Bars Traded | 13369 | 5918 | 7451 | 13369 | 5918 | 7451 |
Profit Streak | 0 | 0 | 502.9783 | 0 | 0 | 502.9783 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320468 | -142130 | -144163 | 217524 | -170858 | -143990 |
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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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