Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145370.9145 | 64159.3525 | 81211.5621 | 111652.2333 | -4367.371 | 116019.6042 |
Total P&L (%) | 145.3709 | 64.1594 | 81.2116 | 111.6522 | -4.3674 | 116.0196 |
Avg Daily Profit (%) | 0.1559 | 0.0688 | 0.0871 | 0.0804 | -0.0048 | 0.0826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73710 | -62285 | -62795 | -300237 | -242848 | -222350 |
Profit Factor | 1.3676 | 1.3383 | 1.3946 | 1.1009 | 0.9919 | 1.2049 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 56.7797 | 55.9322 | 57.6271 | 56.7797 | 55.9322 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.041 | 1.0544 | 1.0255 | 0.838 | 0.7815 | 0.8859 |
Largest Winning Trade | 57637 | 32354 | 57637 | 125255 | 72863 | 125255 |
Largest Losing Trade | -25913 | -22310 | -25913 | -88630 | -78938 | -88630 |
Avg Bars in Trades | 22 | 15 | 28 | 22 | 15 | 28 |
Avg Bars in Winners | 25 | 12 | 38 | 25 | 12 | 38 |
Avg Bars in Losers | 17 | 20 | 14 | 17 | 20 | 14 |
Bars Traded | 2606 | 930 | 1676 | 2606 | 930 | 1676 |
Profit Streak | 0 | 0 | 29.9068 | 0 | 0 | 29.9068 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331589 | -276789 | -250919 | -195317 | -756411 | -259692 |
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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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