Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467036.9632 | 399796.4392 | 67240.524 | 346709.7575 | 135518.2771 | 211191.4804 |
Total P&L (%) | 467.037 | 399.7964 | 67.2405 | 346.7098 | 135.5183 | 211.1915 |
Avg Daily Profit (%) | 0.4358 | 0.3731 | 0.0627 | 0.1398 | 0.08 | 0.106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128243 | -51302 | -105201 | -1387306 | -732169 | -934268 |
Profit Factor | 2.0355 | 2.816 | 1.2912 | 1.0967 | 1.075 | 1.1188 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 54.8872 | 50 | 59.7015 | 54.8872 | 50 | 59.7015 |
Ratio Avg Win / Avg Loss | 1.673 | 2.816 | 0.8716 | 0.9014 | 1.075 | 0.7552 |
Largest Winning Trade | 381291 | 381291 | 40783 | 443338 | 399769 | 443338 |
Largest Losing Trade | -52136 | -25608 | -52136 | -438145 | -438145 | -395565 |
Avg Bars in Trades | 45 | 48 | 41 | 45 | 48 | 41 |
Avg Bars in Winners | 44 | 43 | 45 | 44 | 43 | 45 |
Avg Bars in Losers | 46 | 54 | 37 | 46 | 54 | 37 |
Bars Traded | 6016 | 3208 | 2808 | 6016 | 3208 | 2808 |
Profit Streak | 0 | 21.214 | 0 | 0 | 21.214 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521680 | -109153 | -226390 | -121264 | -347819 | -258443 |
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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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