Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658035.0676 | 620355.1836 | 37679.884 | 332951.2778 | 435562.8428 | -102611.565 |
Total P&L (%) | 658.0351 | 620.3552 | 37.6799 | 332.9513 | 435.5628 | -102.6116 |
Avg Daily Profit (%) | 0.3515 | 0.3314 | 0.0201 | 0.0783 | 0.0897 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142414 | -132324 | -82619 | -355827 | -249746 | -272720 |
Profit Factor | 1.8714 | 2.4992 | 1.1104 | 1.2557 | 1.6881 | 0.8466 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 52.7132 | 55.3846 | 50 | 52.7132 | 55.3846 | 50 |
Ratio Avg Win / Avg Loss | 1.6788 | 2.0132 | 1.1104 | 1.1264 | 1.3598 | 0.8466 |
Largest Winning Trade | 366859 | 366859 | 56191 | 218398 | 218398 | 72664 |
Largest Losing Trade | -44858 | -44858 | -35850 | -116694 | -80362 | -116694 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 33 | 34 | 32 | 33 | 34 | 32 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 3399 | 1764 | 1635 | 3399 | 1764 | 1635 |
Profit Streak | 0 | 0 | 55.4306 | 0 | 0 | 55.4306 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498824 | -116780 | -405841 | -87602 | -201843 | -719118 |
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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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