Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180609.6153 | 42946.8506 | 137662.7646 | 249008.7885 | 76732.226 | 172276.5625 |
Total P&L (%) | 180.6096 | 42.9469 | 137.6628 | 249.0088 | 76.7322 | 172.2766 |
Avg Daily Profit (%) | 0.1618 | 0.0385 | 0.1234 | 0.1121 | 0.051 | 0.0898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66196 | -20479 | -68526 | -239654 | -57627 | -280874 |
Profit Factor | 1.6676 | 1.6762 | 1.665 | 1.2994 | 1.4243 | 1.2647 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 48 | 31 | 17 | 48 | 31 | 17 |
Profitability (%) | 65.4676 | 55.7143 | 75.3623 | 65.4676 | 55.7143 | 75.3623 |
Ratio Avg Win / Avg Loss | 0.8796 | 1.3323 | 0.5443 | 0.6854 | 1.1321 | 0.4134 |
Largest Winning Trade | 25464 | 14365 | 25464 | 62045 | 39366 | 62045 |
Largest Losing Trade | -33319 | -10055 | -33319 | -121715 | -23751 | -121715 |
Avg Bars in Trades | 46 | 5 | 88 | 46 | 5 | 88 |
Avg Bars in Winners | 32 | 3 | 54 | 32 | 3 | 54 |
Avg Bars in Losers | 72 | 7 | 191 | 72 | 7 | 191 |
Bars Traded | 6428 | 352 | 6076 | 6428 | 352 | 6076 |
Profit Streak | 0 | 0 | 6.872 | 0 | 0 | 6.872 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361763 | -234553 | -125665 | -42602 | -217071 | -172586 |
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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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