Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281457.1444 | 163315.2434 | 118141.901 | 139833.2391 | 156425.9766 | -16592.7375 |
Total P&L (%) | 281.4571 | 163.3152 | 118.1419 | 139.8332 | 156.426 | -16.5927 |
Avg Daily Profit (%) | 0.1669 | 0.0969 | 0.0701 | 0.0519 | 0.0559 | -0.0108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161437 | -74721 | -97149 | -1219098 | -636097 | -697299 |
Profit Factor | 1.4623 | 1.5218 | 1.3993 | 1.0381 | 1.0885 | 0.9913 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 46.4567 | 42.1875 | 50.7937 | 46.4567 | 42.1875 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.6854 | 2.0855 | 1.3556 | 1.1965 | 1.4916 | 0.9603 |
Largest Winning Trade | 100185 | 100185 | 56642 | 460514 | 460514 | 281394 |
Largest Losing Trade | -27660 | -25763 | -27660 | -233063 | -233063 | -208617 |
Avg Bars in Trades | 51 | 44 | 59 | 51 | 44 | 59 |
Avg Bars in Winners | 73 | 67 | 78 | 73 | 67 | 78 |
Avg Bars in Losers | 33 | 27 | 39 | 33 | 27 | 39 |
Bars Traded | 6598 | 2854 | 3744 | 6598 | 2854 | 3744 |
Profit Streak | 0 | 0 | 48.8617 | 0 | 0 | 48.8617 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305426 | -203597 | -244701 | -303238 | -384017 | -726792 |
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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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