Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326815.4245 | 142754.405 | 184061.0195 | 130264.4192 | -97482.8209 | 227747.2401 |
Total P&L (%) | 326.8154 | 142.7544 | 184.061 | 130.2644 | -97.4828 | 227.7472 |
Avg Daily Profit (%) | 0.1944 | 0.0849 | 0.1095 | 0.0496 | -0.2188 | 0.0706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205809 | -93401 | -120737 | -3157055 | -1493682 | -1824296 |
Profit Factor | 1.5781 | 1.479 | 1.6886 | 1.0249 | 0.9645 | 1.0914 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 55.3719 | 55 | 55.7377 | 55.3719 | 55 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.2719 | 1.2101 | 1.3409 | 0.826 | 0.7892 | 0.8667 |
Largest Winning Trade | 93302 | 93302 | 45143 | 966902 | 966902 | 472813 |
Largest Losing Trade | -78197 | -36025 | -78197 | -863124 | -809088 | -863124 |
Avg Bars in Trades | 39 | 44 | 33 | 39 | 44 | 33 |
Avg Bars in Winners | 48 | 54 | 42 | 48 | 54 | 42 |
Avg Bars in Losers | 28 | 33 | 22 | 28 | 33 | 22 |
Bars Traded | 4753 | 2695 | 2058 | 4753 | 2695 | 2058 |
Profit Streak | 84.4658 | 91.4658 | 84.4658 | 84.4658 | 91.4658 | 84.4658 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408077 | -246372 | -205103 | -319495 | -748751 | -380624 |
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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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