Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427527.7202 | 339826.4675 | 87701.2527 | 71026.6 | 30343.6964 | 40682.9036 |
Total P&L (%) | 427.5277 | 339.8265 | 87.7013 | 71.0266 | 30.3437 | 40.6829 |
Avg Daily Profit (%) | 0.2271 | 0.1805 | 0.0466 | 0.0285 | 0.0141 | 0.0181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131184 | -85529 | -160594 | -276672 | -207862 | -145393 |
Profit Factor | 1.5468 | 1.8662 | 1.2251 | 1.0658 | 1.0495 | 1.0873 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 51.7857 | 46.4286 | 57.1429 | 51.7857 | 46.4286 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4401 | 2.1533 | 0.9188 | 0.9923 | 1.211 | 0.8155 |
Largest Winning Trade | 122055 | 122055 | 39242 | 103197 | 103197 | 69809 |
Largest Losing Trade | -70051 | -51722 | -70051 | -115812 | -115812 | -76217 |
Avg Bars in Trades | 98 | 126 | 70 | 98 | 126 | 70 |
Avg Bars in Winners | 88 | 106 | 73 | 88 | 106 | 73 |
Avg Bars in Losers | 109 | 143 | 67 | 109 | 143 | 67 |
Bars Traded | 11050 | 7096 | 3954 | 11050 | 7096 | 3954 |
Profit Streak | 0 | 0 | 137.7893 | 0 | 0 | 137.7893 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359053 | -170447 | -310898 | -304028 | -524606 | -475130 |
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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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