Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330534.1172 | 301410.839 | 29123.2782 | -67758.8959 | 22203.5531 | -89962.449 |
Total P&L (%) | 330.5341 | 301.4108 | 29.1233 | -67.7589 | 22.2036 | -89.9624 |
Avg Daily Profit (%) | 0.1764 | 0.1609 | 0.0155 | -0.0604 | 0.0107 | -0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124202 | -73429 | -142582 | -129051 | -22889 | -111842 |
Profit Factor | 1.6535 | 2.2986 | 1.1064 | 0.7388 | 1.2478 | 0.4703 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 50 | 53.6585 | 46.3415 | 50 | 53.6585 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.6535 | 1.9852 | 1.2811 | 0.7388 | 1.0776 | 0.5445 |
Largest Winning Trade | 151413 | 151413 | 57814 | 22452 | 22452 | 11476 |
Largest Losing Trade | -95608 | -47819 | -95608 | -94379 | -12921 | -94379 |
Avg Bars in Trades | 133 | 103 | 163 | 133 | 103 | 163 |
Avg Bars in Winners | 153 | 95 | 221 | 153 | 95 | 221 |
Avg Bars in Losers | 113 | 113 | 113 | 113 | 113 | 113 |
Bars Traded | 10955 | 4252 | 6703 | 10955 | 4252 | 6703 |
Profit Streak | 0 | 0 | 17.5297 | 0 | 0 | 17.5297 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 63840 | 438229 | -279564 | -589555 | -183682 | -581597 |
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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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