Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348638.4476 | 224505.129 | 124133.3186 | 371870.3436 | 398007.141 | -26136.7974 |
Total P&L (%) | 348.6384 | 224.5051 | 124.1333 | 371.8703 | 398.0071 | -26.1368 |
Avg Daily Profit (%) | 0.2556 | 0.1646 | 0.091 | 0.1138 | 0.1177 | -0.0222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79447 | -67608 | -76714 | -322303 | -200786 | -317546 |
Profit Factor | 1.5059 | 1.7033 | 1.3356 | 1.1926 | 1.4682 | 0.9758 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 55.9055 | 53.9683 | 57.8125 | 55.9055 | 53.9683 | 57.8125 |
Ratio Avg Win / Avg Loss | 1.1878 | 1.4528 | 0.9746 | 0.9406 | 1.2523 | 0.7121 |
Largest Winning Trade | 75735 | 75735 | 51113 | 160769 | 160769 | 116042 |
Largest Losing Trade | -29422 | -21104 | -29422 | -93622 | -85119 | -93622 |
Avg Bars in Trades | 41 | 30 | 53 | 41 | 30 | 53 |
Avg Bars in Winners | 45 | 24 | 65 | 45 | 24 | 65 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 5332 | 1927 | 3405 | 5332 | 1927 | 3405 |
Profit Streak | 0 | 14.163 | 0 | 0 | 14.163 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379460 | -136136 | -211019 | -50329 | -180266 | -718945 |
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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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