Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411527.0381 | 286633.62 | 124893.4181 | 143801.106 | -242615.4408 | 386416.5468 |
Total P&L (%) | 411.527 | 286.6336 | 124.8934 | 143.8011 | -242.6154 | 386.4165 |
Avg Daily Profit (%) | 0.2162 | 0.1506 | 0.0656 | 0.0468 | 0 | 0.0831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101454 | -88027 | -91949 | -746819 | -772283 | -424303 |
Profit Factor | 1.5277 | 1.6284 | 1.3858 | 1.0437 | 0.8813 | 1.3093 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 50.3597 | 45.7143 | 55.0725 | 50.3597 | 45.7143 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.5059 | 1.9337 | 1.1306 | 1.0288 | 1.0465 | 1.0681 |
Largest Winning Trade | 263069 | 263069 | 62063 | 252686 | 252686 | 192160 |
Largest Losing Trade | -40931 | -40931 | -33877 | -298172 | -298172 | -264857 |
Avg Bars in Trades | 26 | 22 | 30 | 26 | 22 | 30 |
Avg Bars in Winners | 32 | 28 | 35 | 32 | 28 | 35 |
Avg Bars in Losers | 20 | 17 | 24 | 20 | 17 | 24 |
Bars Traded | 3668 | 1558 | 2110 | 3668 | 1558 | 2110 |
Profit Streak | 0 | 0 | 47.0517 | 0 | 0 | 47.0517 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397383 | -85565 | -204247 | -302159 | -674958 | -181347 |
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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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