Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426238.3806 | 305306.019 | 120932.3617 | 523278.1213 | 348043.7929 | 175234.3285 |
Total P&L (%) | 426.2384 | 305.306 | 120.9324 | 523.2781 | 348.0438 | 175.2343 |
Avg Daily Profit (%) | 0.1858 | 0.1331 | 0.0527 | 0.0798 | 0.0654 | 0.0441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66441 | -79888 | -84052 | -518230 | -297829 | -315307 |
Profit Factor | 1.7946 | 2.141 | 1.4499 | 1.2545 | 1.3343 | 1.1727 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 44.697 | 43.9394 | 45.4545 | 44.697 | 43.9394 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.2205 | 2.7317 | 1.7398 | 1.5522 | 1.7023 | 1.4073 |
Largest Winning Trade | 191052 | 191052 | 72469 | 471017 | 471017 | 206121 |
Largest Losing Trade | -22148 | -18471 | -22148 | -236253 | -108678 | -236253 |
Avg Bars in Trades | 67 | 47 | 87 | 67 | 47 | 87 |
Avg Bars in Winners | 113 | 81 | 143 | 113 | 81 | 143 |
Avg Bars in Losers | 30 | 21 | 40 | 30 | 21 | 40 |
Bars Traded | 8928 | 3155 | 5773 | 8928 | 3155 | 5773 |
Profit Streak | 0 | 0 | 20.2366 | 0 | 0 | 20.2366 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330877 | -138116 | -246085 | -86799 | -231030 | -290143 |
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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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