Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368058.5049 | 74394.4456 | 293664.0592 | 403131.8291 | 240027.2394 | 163104.5896 |
Total P&L (%) | 368.0585 | 74.3944 | 293.6641 | 403.1318 | 240.0272 | 163.1046 |
Avg Daily Profit (%) | 0.2294 | 0.0464 | 0.183 | 0.1007 | 0.0763 | 0.0603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106222 | -63366 | -112675 | -808178 | -336616 | -532481 |
Profit Factor | 1.5474 | 1.2223 | 1.8696 | 1.1486 | 1.1978 | 1.1087 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 57.1429 | 51.5152 | 62.6866 | 57.1429 | 51.5152 | 62.6866 |
Ratio Avg Win / Avg Loss | 1.1605 | 1.1504 | 1.1129 | 0.8614 | 1.1274 | 0.66 |
Largest Winning Trade | 51564 | 51564 | 50370 | 170751 | 170751 | 130075 |
Largest Losing Trade | -44620 | -37835 | -44620 | -316898 | -146924 | -316898 |
Avg Bars in Trades | 24 | 24 | 23 | 24 | 24 | 23 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 3199 | 1594 | 1605 | 3199 | 1594 | 1605 |
Profit Streak | 18.852 | 0 | 65.352 | 18.852 | 0 | 65.352 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417036 | -255082 | -103872 | -115133 | -217684 | -328783 |
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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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