Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430922.2276 | 324781.7985 | 106140.429 | 326252.186 | -338907.7666 | 665159.9526 |
Total P&L (%) | 430.9222 | 324.7818 | 106.1404 | 326.2522 | -338.9078 | 665.16 |
Avg Daily Profit (%) | 0.1987 | 0.1498 | 0.049 | 0.0669 | 0 | 0.0939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162832 | -105783 | -88123 | -2219562 | -2327021 | -1066013 |
Profit Factor | 1.6267 | 1.9231 | 1.3161 | 1.0329 | 0.9361 | 1.1445 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 43.8462 | 46.1538 | 41.5385 | 43.8462 | 46.1538 | 41.5385 |
Ratio Avg Win / Avg Loss | 2.0833 | 2.2436 | 1.8523 | 1.3229 | 1.0921 | 1.6107 |
Largest Winning Trade | 202282 | 202282 | 61230 | 1469243 | 1469243 | 888132 |
Largest Losing Trade | -35683 | -23715 | -35683 | -838454 | -540452 | -838454 |
Avg Bars in Trades | 63 | 48 | 78 | 63 | 48 | 78 |
Avg Bars in Winners | 58 | 41 | 76 | 58 | 41 | 76 |
Avg Bars in Losers | 67 | 54 | 79 | 67 | 54 | 79 |
Bars Traded | 8247 | 3155 | 5092 | 8247 | 3155 | 5092 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311093 | -122888 | -261492 | -289966 | -712565 | -262959 |
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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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