Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350638.5883 | 233868.6725 | 116769.9158 | 330501.8831 | 390698.8098 | -60196.9267 |
Total P&L (%) | 350.6386 | 233.8687 | 116.7699 | 330.5019 | 390.6988 | -60.1969 |
Avg Daily Profit (%) | 0.2472 | 0.1649 | 0.0823 | 0.103 | 0.1122 | -0.0649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99327 | -79274 | -78921 | -545114 | -456668 | -387793 |
Profit Factor | 1.4905 | 1.581 | 1.3738 | 1.121 | 1.267 | 0.9526 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 50.8671 | 45.977 | 55.814 | 50.8671 | 45.977 | 55.814 |
Ratio Avg Win / Avg Loss | 1.4397 | 1.8577 | 1.0876 | 1.0827 | 1.4887 | 0.7541 |
Largest Winning Trade | 67155 | 67155 | 38936 | 214366 | 214366 | 119693 |
Largest Losing Trade | -62347 | -35989 | -62347 | -334682 | -136200 | -334682 |
Avg Bars in Trades | 23 | 26 | 21 | 23 | 26 | 21 |
Avg Bars in Winners | 24 | 27 | 22 | 24 | 27 | 22 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 4151 | 2314 | 1837 | 4151 | 2314 | 1837 |
Profit Streak | 0 | 0 | 24.4932 | 0 | 0 | 24.4932 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380464 | 310492 | -81274 | -141720 | -44951 | -579526 |
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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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