Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368012.314 | 139674.8026 | 228337.5114 | 431226.0997 | 346957.2775 | 84268.8221 |
Total P&L (%) | 368.0123 | 139.6748 | 228.3375 | 431.2261 | 346.9573 | 84.2688 |
Avg Daily Profit (%) | 0.2485 | 0.0943 | 0.1542 | 0.1128 | 0.1012 | 0.0413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103032 | -89622 | -97997 | -662040 | -679748 | -772442 |
Profit Factor | 1.5531 | 1.4455 | 1.6491 | 1.1118 | 1.1927 | 1.041 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 55.3846 | 56.9231 | 53.8462 | 55.3846 | 56.9231 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2511 | 1.0939 | 1.4135 | 0.8956 | 0.9026 | 0.8923 |
Largest Winning Trade | 61184 | 43347 | 61184 | 310286 | 310286 | 265779 |
Largest Losing Trade | -45603 | -42786 | -45603 | -391766 | -391766 | -283568 |
Avg Bars in Trades | 21 | 17 | 26 | 21 | 17 | 26 |
Avg Bars in Winners | 25 | 17 | 32 | 25 | 17 | 32 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 2819 | 1107 | 1712 | 2819 | 1107 | 1712 |
Profit Streak | 0 | 0 | 80.3804 | 0 | 0 | 80.3804 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395517 | -196590 | -121104 | -140237 | -198711 | -445207 |
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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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