Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346080.6329 | 243326.3083 | 102754.3246 | 291138.4619 | 136310.6828 | 154827.779 |
Total P&L (%) | 346.0806 | 243.3263 | 102.7543 | 291.1385 | 136.3107 | 154.8278 |
Avg Daily Profit (%) | 0.1572 | 0.1105 | 0.0467 | 0.062 | 0.0391 | 0.0425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146871 | -60384 | -67863 | -411520 | -183995 | -308406 |
Profit Factor | 1.6286 | 1.8384 | 1.3948 | 1.2039 | 1.1827 | 1.227 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 55.1181 | 48.4375 | 61.9048 | 55.1181 | 48.4375 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.3262 | 1.957 | 0.8583 | 0.9803 | 1.259 | 0.7551 |
Largest Winning Trade | 83220 | 83220 | 35382 | 229885 | 229885 | 180314 |
Largest Losing Trade | -51564 | -51564 | -46241 | -303720 | -106477 | -303720 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 42 | 40 | 43 | 42 | 40 | 43 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 4250 | 2031 | 2219 | 4250 | 2031 | 2219 |
Profit Streak | 0 | 0 | 69.6687 | 0 | 0 | 69.6687 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368195 | -181769 | -276170 | -111365 | -300051 | -282762 |
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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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