Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321424.7768 | 46104.8277 | 275319.9491 | 504412.5482 | 53338.6719 | 451073.8763 |
Total P&L (%) | 321.4248 | 46.1048 | 275.3199 | 504.4125 | 53.3387 | 451.0739 |
Avg Daily Profit (%) | 0.2102 | 0.0302 | 0.1801 | 0.1177 | 0.028 | 0.1117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114739 | -54186 | -105291 | -663942 | -373208 | -507103 |
Profit Factor | 1.6724 | 1.1882 | 2.1817 | 1.2667 | 1.0569 | 1.4731 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 56.7797 | 50.8475 | 62.7119 | 56.7797 | 50.8475 | 62.7119 |
Ratio Avg Win / Avg Loss | 1.273 | 1.1486 | 1.2972 | 0.9642 | 1.0217 | 0.8759 |
Largest Winning Trade | 65483 | 42123 | 65483 | 239998 | 239998 | 213146 |
Largest Losing Trade | -49590 | -32511 | -49590 | -243053 | -179331 | -243053 |
Avg Bars in Trades | 24 | 16 | 33 | 24 | 16 | 33 |
Avg Bars in Winners | 29 | 16 | 39 | 29 | 16 | 39 |
Avg Bars in Losers | 18 | 16 | 22 | 18 | 16 | 22 |
Bars Traded | 2926 | 974 | 1951 | 2926 | 974 | 1951 |
Profit Streak | 0 | 0 | 46.5482 | 0 | 0 | 46.5482 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404467 | -344128 | -163123 | -35727 | -490868 | -218033 |
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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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