Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402910.2007 | 258165.0844 | 144745.1163 | 444877.5315 | 384117.5071 | 60760.0243 |
Total P&L (%) | 402.9102 | 258.1651 | 144.7451 | 444.8775 | 384.1175 | 60.76 |
Avg Daily Profit (%) | 0.2958 | 0.1895 | 0.1063 | 0.1246 | 0.1159 | 0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103643 | -85898 | -55928 | -459599 | -416281 | -190392 |
Profit Factor | 1.5913 | 1.7292 | 1.4422 | 1.2376 | 1.3809 | 1.0703 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 44.2748 | 37.8788 | 50.7692 | 44.2748 | 37.8788 | 50.7692 |
Ratio Avg Win / Avg Loss | 2.0029 | 2.8359 | 1.3985 | 1.5576 | 2.2647 | 1.0379 |
Largest Winning Trade | 139498 | 139498 | 40953 | 253207 | 253207 | 147098 |
Largest Losing Trade | -32193 | -22256 | -32193 | -107590 | -84254 | -107590 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 4017 | 1890 | 2127 | 4017 | 1890 | 2127 |
Profit Streak | 0 | 0 | 24.9346 | 0 | 0 | 24.9346 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343301 | -118084 | -181192 | -27797 | -165525 | -421161 |
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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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