Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279028.2352 | 116310.3037 | 162717.9315 | 183577.0913 | -84359.5599 | 267936.6512 |
Total P&L (%) | 279.0282 | 116.3103 | 162.7179 | 183.5771 | -84.3596 | 267.9367 |
Avg Daily Profit (%) | 0.166 | 0.0692 | 0.0968 | 0.062 | -0.1103 | 0.0775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216319 | -113457 | -129632 | -2677820 | -1626959 | -1620169 |
Profit Factor | 1.5149 | 1.3889 | 1.67 | 1.0379 | 0.9682 | 1.1219 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 50.3817 | 47.6923 | 53.0303 | 50.3817 | 47.6923 | 53.0303 |
Ratio Avg Win / Avg Loss | 1.4919 | 1.5233 | 1.4791 | 1.0221 | 1.0619 | 0.9937 |
Largest Winning Trade | 94610 | 94610 | 53397 | 983763 | 983763 | 334358 |
Largest Losing Trade | -48952 | -39642 | -48952 | -802607 | -405115 | -802607 |
Avg Bars in Trades | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Winners | 47 | 49 | 44 | 47 | 49 | 44 |
Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
Bars Traded | 4755 | 2427 | 2328 | 4755 | 2427 | 2328 |
Profit Streak | 0 | 95.1324 | 0 | 0 | 95.1324 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328461 | -230032 | -185477 | -288589 | -710330 | -301331 |
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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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