Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345399.249 | 250427.1985 | 94972.0506 | 382725.9358 | 174722.0483 | 208003.8875 |
Total P&L (%) | 345.3992 | 250.4272 | 94.9721 | 382.7259 | 174.722 | 208.0039 |
Avg Daily Profit (%) | 0.1569 | 0.1137 | 0.0431 | 0.0715 | 0.0459 | 0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132253 | -91943 | -133642 | -145918 | -111998 | -80864 |
Profit Factor | 1.6241 | 2.0825 | 1.2949 | 1.5408 | 1.4793 | 1.606 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 53.9683 | 52.381 | 55.5556 | 53.9683 | 52.381 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3853 | 1.8931 | 1.0359 | 1.3142 | 1.3449 | 1.2848 |
Largest Winning Trade | 124650 | 124650 | 47249 | 154202 | 152248 | 154202 |
Largest Losing Trade | -31352 | -20412 | -31352 | -68173 | -68173 | -41761 |
Avg Bars in Trades | 49 | 42 | 56 | 49 | 42 | 56 |
Avg Bars in Winners | 70 | 58 | 81 | 70 | 58 | 81 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 6234 | 2686 | 3548 | 6234 | 2686 | 3548 |
Profit Streak | 0 | 0 | 83.8795 | 0 | 0 | 83.8795 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362324 | -183582 | -280649 | -95043 | -276791 | -268146 |
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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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