Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352716.3532 | 64549.4801 | 288166.8731 | 840844.2338 | -28545.8843 | 869390.118 |
Total P&L (%) | 352.7164 | 64.5495 | 288.1669 | 840.8442 | -28.5459 | 869.3901 |
Avg Daily Profit (%) | 0.2314 | 0.0423 | 0.189 | 0.1472 | -0.022 | 0.1491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68549 | -56414 | -53090 | -650395 | -486320 | -369718 |
Profit Factor | 1.7087 | 1.2086 | 2.5311 | 1.3052 | 0.9825 | 1.772 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 58.0882 | 52.9412 | 63.2353 | 58.0882 | 52.9412 | 63.2353 |
Ratio Avg Win / Avg Loss | 1.2328 | 1.0743 | 1.4716 | 0.9417 | 0.8733 | 1.0302 |
Largest Winning Trade | 76493 | 50694 | 76493 | 343353 | 238939 | 343353 |
Largest Losing Trade | -32195 | -32195 | -23161 | -251165 | -251165 | -176809 |
Avg Bars in Trades | 133 | 103 | 163 | 133 | 103 | 163 |
Avg Bars in Winners | 145 | 99 | 184 | 145 | 99 | 184 |
Avg Bars in Losers | 115 | 107 | 126 | 115 | 107 | 126 |
Bars Traded | 18115 | 7011 | 11104 | 18115 | 7011 | 11104 |
Profit Streak | 0 | 0 | 20.1358 | 0 | 0 | 20.1358 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411294 | -245985 | -95668 | 132295 | -689577 | -98226 |
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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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