Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266000.6522 | 125390.9631 | 140609.6892 | 550425.8382 | 256311.3038 | 294114.5344 |
Total P&L (%) | 266.0007 | 125.391 | 140.6097 | 550.4258 | 256.3113 | 294.1145 |
Avg Daily Profit (%) | 0.2869 | 0.1353 | 0.1517 | 0.2022 | 0.1372 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44273 | -55676 | -44820 | -219807 | -277993 | -158165 |
Profit Factor | 1.7145 | 1.5944 | 1.8716 | 1.4536 | 1.3974 | 1.5174 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 40.9091 | 33.3333 | 48.4848 | 40.9091 | 33.3333 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.4765 | 3.1888 | 1.9886 | 2.0997 | 2.7948 | 1.6123 |
Largest Winning Trade | 59746 | 59746 | 34483 | 190725 | 190725 | 143331 |
Largest Losing Trade | -19856 | -14912 | -19856 | -155784 | -60089 | -155784 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 34 | 40 | 30 | 34 | 40 | 30 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 2613 | 1383 | 1230 | 2613 | 1383 | 1230 |
Profit Streak | 15.7665 | 0 | 17.0999 | 15.7665 | 0 | 17.0999 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334279 | -140120 | -113161 | 283040 | -138792 | -116794 |
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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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