Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419461.4745 | 330355.0183 | 89106.4561 | 27939.0861 | 71232.5068 | -43293.4206 |
Total P&L (%) | 419.4615 | 330.355 | 89.1065 | 27.9391 | 71.2325 | -43.2934 |
Avg Daily Profit (%) | 0.2205 | 0.1736 | 0.0468 | 0.013 | 0.0283 | -0.0298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126942 | -73918 | -164500 | -137559 | -140179 | -172760 |
Profit Factor | 1.5322 | 1.8231 | 1.2303 | 1.0401 | 1.1984 | 0.872 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 55.0847 | 55.9322 | 54.2373 | 55.0847 | 55.9322 | 54.2373 |
Ratio Avg Win / Avg Loss | 1.2493 | 1.4364 | 1.0381 | 0.8481 | 0.9442 | 0.7357 |
Largest Winning Trade | 229974 | 229974 | 54975 | 68098 | 68098 | 33681 |
Largest Losing Trade | -68335 | -49420 | -68335 | -76495 | -76495 | -59940 |
Avg Bars in Trades | 31 | 27 | 34 | 31 | 27 | 34 |
Avg Bars in Winners | 41 | 33 | 50 | 41 | 33 | 50 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 3673 | 1625 | 2048 | 3673 | 1625 | 2048 |
Profit Streak | 0 | 0 | 578.6991 | 0 | 0 | 578.6991 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369766 | -165889 | -305496 | -355980 | -334722 | -755575 |
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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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