Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288635.6742 | 99689.265 | 188946.4092 | 253984.9517 | -33056.7957 | 287041.7474 |
Total P&L (%) | 288.6357 | 99.6893 | 188.9464 | 253.985 | -33.0568 | 287.0417 |
Avg Daily Profit (%) | 0.1898 | 0.0656 | 0.1243 | 0.0832 | -0.0264 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65066 | -52910 | -36347 | -247001 | -147888 | -144499 |
Profit Factor | 1.6858 | 1.4506 | 1.9466 | 1.3264 | 0.9171 | 1.7566 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 45.614 | 35.0877 | 56.1404 | 45.614 | 35.0877 | 56.1404 |
Ratio Avg Win / Avg Loss | 2.01 | 2.6836 | 1.5207 | 1.5815 | 1.6966 | 1.3723 |
Largest Winning Trade | 157769 | 157769 | 69789 | 212440 | 136588 | 212440 |
Largest Losing Trade | -29769 | -29769 | -28215 | -108669 | -40949 | -108669 |
Avg Bars in Trades | 76 | 46 | 106 | 76 | 46 | 106 |
Avg Bars in Winners | 126 | 82 | 153 | 126 | 82 | 153 |
Avg Bars in Losers | 34 | 27 | 44 | 34 | 27 | 44 |
Bars Traded | 8710 | 2664 | 6046 | 8710 | 2664 | 6046 |
Profit Streak | 0 | 0 | 27.7437 | 0 | 0 | 27.7437 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335708 | -289406 | -202139 | -81958 | -764132 | -250576 |
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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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