Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307608.702 | 133961.6972 | 173647.0048 | -18416.1672 | 104885.1709 | -123301.3381 |
Total P&L (%) | 307.6087 | 133.9617 | 173.647 | -18.4162 | 104.8852 | -123.3013 |
Avg Daily Profit (%) | 0.1851 | 0.0806 | 0.1045 | -0.0122 | 0.0432 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147409 | -134850 | -106402 | -296495 | -85625 | -273312 |
Profit Factor | 1.4609 | 1.3535 | 1.602 | 0.9704 | 1.444 | 0.681 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 54.3307 | 45.3125 | 63.4921 | 54.3307 | 45.3125 | 63.4921 |
Ratio Avg Win / Avg Loss | 1.228 | 1.6336 | 0.9211 | 0.8157 | 1.7427 | 0.3916 |
Largest Winning Trade | 112552 | 112552 | 42032 | 126147 | 126147 | 31801 |
Largest Losing Trade | -85925 | -37702 | -85925 | -252587 | -54244 | -252587 |
Avg Bars in Trades | 36 | 37 | 36 | 36 | 37 | 36 |
Avg Bars in Winners | 35 | 26 | 41 | 35 | 26 | 41 |
Avg Bars in Losers | 38 | 46 | 26 | 38 | 46 | 26 |
Bars Traded | 4690 | 2419 | 2271 | 4690 | 2419 | 2271 |
Profit Streak | 0 | 0 | 16.5802 | 0 | 0 | 16.5802 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340531 | -225073 | -197575 | -579879 | -274446 | -725135 |
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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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