Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667738.3138 | 524181.0458 | 143557.268 | 790785.4392 | 406956.0764 | 383829.3628 |
Total P&L (%) | 667.7383 | 524.181 | 143.5573 | 790.7854 | 406.9561 | 383.8294 |
Avg Daily Profit (%) | 0.4189 | 0.3288 | 0.0901 | 0.1373 | 0.1019 | 0.0989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155528 | -118798 | -110965 | -2240024 | -2457558 | -606080 |
Profit Factor | 2.082 | 2.5715 | 1.5062 | 1.1415 | 1.1188 | 1.1774 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 44.2478 | 36.8421 | 51.7857 | 44.2478 | 36.8421 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.6233 | 4.4082 | 1.4023 | 1.4383 | 1.918 | 1.0962 |
Largest Winning Trade | 273941 | 273941 | 66699 | 1359133 | 1359133 | 525216 |
Largest Losing Trade | -64068 | -33403 | -64068 | -703095 | -703095 | -339262 |
Avg Bars in Trades | 82 | 60 | 105 | 82 | 60 | 105 |
Avg Bars in Winners | 134 | 105 | 155 | 134 | 105 | 155 |
Avg Bars in Losers | 41 | 34 | 51 | 41 | 34 | 51 |
Bars Traded | 9327 | 3441 | 5886 | 9327 | 3441 | 5886 |
Profit Streak | 0 | 0 | 47.1279 | 0 | 0 | 47.1279 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429480 | -171408 | -250658 | -76159 | -331138 | -265498 |
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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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