Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322679.4767 | 193120.0814 | 129559.3952 | 388718.5002 | 302589.4577 | 86129.0425 |
Total P&L (%) | 322.6795 | 193.1201 | 129.5594 | 388.7185 | 302.5895 | 86.129 |
Avg Daily Profit (%) | 0.2383 | 0.1426 | 0.0957 | 0.1172 | 0.1029 | 0.0459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83750 | -44998 | -134835 | -351511 | -190190 | -346274 |
Profit Factor | 1.5681 | 1.9116 | 1.3638 | 1.2375 | 1.4906 | 1.0845 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 44.2748 | 45.4545 | 43.0769 | 44.2748 | 45.4545 | 43.0769 |
Ratio Avg Win / Avg Loss | 1.9736 | 2.2939 | 1.8021 | 1.5576 | 1.7888 | 1.433 |
Largest Winning Trade | 54072 | 39989 | 54072 | 239460 | 130590 | 239460 |
Largest Losing Trade | -49868 | -16692 | -49868 | -175888 | -70670 | -175888 |
Avg Bars in Trades | 19 | 7 | 31 | 19 | 7 | 31 |
Avg Bars in Winners | 34 | 10 | 59 | 34 | 10 | 59 |
Avg Bars in Losers | 7 | 5 | 10 | 7 | 5 | 10 |
Bars Traded | 2550 | 497 | 2053 | 2550 | 497 | 2053 |
Profit Streak | 0 | 0 | 15.8512 | 0 | 0 | 15.8512 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330491 | -124952 | -197711 | -37262 | -179174 | -393311 |
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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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