Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343771.748 | 267774.4786 | 75997.2694 | 191616.6127 | 3492.6001 | 188124.0126 |
Total P&L (%) | 343.7717 | 267.7745 | 75.9973 | 191.6166 | 3.4926 | 188.124 |
Avg Daily Profit (%) | 0.33 | 0.2571 | 0.073 | 0.1028 | 0.0033 | 0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88359 | -86560 | -59045 | -314866 | -332869 | -186224 |
Profit Factor | 1.6732 | 1.8782 | 1.3693 | 1.1176 | 1.0036 | 1.2853 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 73 | 43 | 30 | 73 | 43 | 30 |
Profitability (%) | 41.129 | 30.6452 | 51.6129 | 41.129 | 30.6452 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.3949 | 4.2508 | 1.2837 | 1.5997 | 2.2713 | 1.2049 |
Largest Winning Trade | 161941 | 161941 | 29134 | 259296 | 259296 | 99800 |
Largest Losing Trade | -30793 | -21681 | -30793 | -107722 | -58832 | -107722 |
Avg Bars in Trades | 196 | 199 | 194 | 196 | 199 | 194 |
Avg Bars in Winners | 275 | 342 | 235 | 275 | 342 | 235 |
Avg Bars in Losers | 141 | 136 | 149 | 141 | 136 | 149 |
Bars Traded | 24406 | 12378 | 12028 | 24406 | 12378 | 12028 |
Profit Streak | 0 | 0 | 25.2801 | 0 | 0 | 25.2801 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316114 | -150310 | -248451 | -148957 | -731631 | -210720 |
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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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