Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322763.428 | 232020.6139 | 90742.8141 | 36123.7 | -22712.7166 | 58836.4166 |
Total P&L (%) | 322.7634 | 232.0206 | 90.7428 | 36.1237 | -22.7127 | 58.8364 |
Avg Daily Profit (%) | 0.1668 | 0.1199 | 0.0469 | 0.0159 | -0.0133 | 0.0239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168487 | -168570 | -81020 | -254947 | -247775 | -112414 |
Profit Factor | 1.5246 | 1.6535 | 1.3487 | 1.0529 | 0.9488 | 1.2458 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 50.7813 | 50 | 51.5625 | 50.7813 | 50 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.4777 | 1.6535 | 1.267 | 1.0205 | 0.9488 | 1.1703 |
Largest Winning Trade | 135505 | 135505 | 49499 | 74532 | 74532 | 49607 |
Largest Losing Trade | -81960 | -81960 | -31382 | -138882 | -138882 | -43502 |
Avg Bars in Trades | 54 | 80 | 29 | 54 | 80 | 29 |
Avg Bars in Winners | 48 | 62 | 35 | 48 | 62 | 35 |
Avg Bars in Losers | 61 | 98 | 22 | 61 | 98 | 22 |
Bars Traded | 7019 | 5156 | 1863 | 7019 | 5156 | 1863 |
Profit Streak | 0 | 0 | 85.9569 | 0 | 0 | 85.9569 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332445 | -168957 | -267627 | -336045 | -719958 | -299646 |
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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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