Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464022.6922 | 303186.5434 | 160836.1488 | 450934.0627 | -236731.8794 | 687665.9421 |
Total P&L (%) | 464.0227 | 303.1865 | 160.8361 | 450.9341 | -236.7319 | 687.6659 |
Avg Daily Profit (%) | 0.2416 | 0.1579 | 0.0837 | 0.0889 | 0 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74837 | -93186 | -54633 | -628873 | -804377 | -371042 |
Profit Factor | 1.8559 | 2.0899 | 1.6093 | 1.1377 | 0.8625 | 1.443 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 50.3759 | 46.9697 | 53.7313 | 50.3759 | 46.9697 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.8282 | 2.3596 | 1.3858 | 1.1207 | 0.9738 | 1.2426 |
Largest Winning Trade | 311718 | 311718 | 50038 | 302839 | 224761 | 302839 |
Largest Losing Trade | -29254 | -29254 | -28447 | -266592 | -265642 | -266592 |
Avg Bars in Trades | 41 | 33 | 48 | 41 | 33 | 48 |
Avg Bars in Winners | 57 | 50 | 64 | 57 | 50 | 64 |
Avg Bars in Losers | 23 | 19 | 28 | 23 | 19 | 28 |
Bars Traded | 5454 | 2235 | 3219 | 5454 | 2235 | 3219 |
Profit Streak | 0 | 71.3915 | 0 | 0 | 71.3915 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428393 | -113025 | -195414 | -142926 | -705037 | -164275 |
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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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