Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248442.1515 | 85766.3237 | 162675.8278 | 316631.6337 | 142067.5132 | 174564.1206 |
Total P&L (%) | 248.4422 | 85.7663 | 162.6758 | 316.6316 | 142.0675 | 174.5641 |
Avg Daily Profit (%) | 0.2437 | 0.0841 | 0.1596 | 0.1401 | 0.0868 | 0.0991 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86666 | -68372 | -51049 | -317461 | -194066 | -204743 |
Profit Factor | 1.6674 | 1.3926 | 2.0579 | 1.3168 | 1.2826 | 1.3515 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 78.4483 | 75.8621 | 81.0345 | 78.4483 | 75.8621 | 81.0345 |
Ratio Avg Win / Avg Loss | 0.4581 | 0.4431 | 0.4816 | 0.3618 | 0.4081 | 0.3163 |
Largest Winning Trade | 22880 | 19196 | 22880 | 65759 | 65759 | 47753 |
Largest Losing Trade | -52112 | -52112 | -41162 | -204743 | -145815 | -204743 |
Avg Bars in Trades | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Winners | 14 | 10 | 18 | 14 | 10 | 18 |
Avg Bars in Losers | 53 | 49 | 59 | 53 | 49 | 59 |
Bars Traded | 2695 | 1161 | 1534 | 2695 | 1161 | 1534 |
Profit Streak | 0 | 102.3709 | 0 | 0 | 102.3709 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465363 | -256667 | -167378 | -2941 | -253838 | -237682 |
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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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