Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364734.18 | 280584.7424 | 84149.4376 | 235108.075 | 90281.2317 | 144826.8433 |
Total P&L (%) | 364.7342 | 280.5847 | 84.1494 | 235.1081 | 90.2812 | 144.8268 |
Avg Daily Profit (%) | 0.1533 | 0.1179 | 0.0354 | 0.0508 | 0.027 | 0.0376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112951 | -71736 | -129956 | -369880 | -270569 | -206487 |
Profit Factor | 1.5454 | 2.0728 | 1.2067 | 1.183 | 1.1538 | 1.2077 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Losing Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Profitability (%) | 59.1304 | 64.9123 | 53.4483 | 59.1304 | 64.9123 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.0682 | 1.1204 | 1.051 | 0.8177 | 0.6237 | 1.0518 |
Largest Winning Trade | 143656 | 143656 | 66926 | 192665 | 120772 | 192665 |
Largest Losing Trade | -46128 | -23685 | -46128 | -102024 | -102024 | -78344 |
Avg Bars in Trades | 39 | 26 | 51 | 39 | 26 | 51 |
Avg Bars in Winners | 42 | 24 | 64 | 42 | 24 | 64 |
Avg Bars in Losers | 34 | 30 | 37 | 34 | 30 | 37 |
Bars Traded | 4515 | 1501 | 3014 | 4515 | 1501 | 3014 |
Profit Streak | 0 | 383.6233 | 0 | 0 | 383.6233 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370591 | -209231 | -325758 | -144418 | -386258 | -322724 |
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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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