Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411646.8972 | 324179.9394 | 87466.9578 | 257606.0294 | 278153.3587 | -20547.3293 |
Total P&L (%) | 411.6469 | 324.1799 | 87.467 | 257.606 | 278.1534 | -20.5473 |
Avg Daily Profit (%) | 0.218 | 0.1717 | 0.0463 | 0.0675 | 0.0705 | -0.0122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66486 | -79483 | -95425 | -433224 | -460260 | -484620 |
Profit Factor | 1.513 | 1.9115 | 1.1958 | 1.0742 | 1.1772 | 0.9892 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 55.3846 | 52.3077 | 58.4615 | 55.3846 | 52.3077 | 58.4615 |
Ratio Avg Win / Avg Loss | 1.2188 | 1.7428 | 0.8496 | 0.8654 | 1.0733 | 0.7028 |
Largest Winning Trade | 111333 | 111333 | 48425 | 231868 | 155314 | 231868 |
Largest Losing Trade | -50896 | -26968 | -50896 | -260483 | -173246 | -260483 |
Avg Bars in Trades | 26 | 20 | 33 | 26 | 20 | 33 |
Avg Bars in Winners | 30 | 21 | 38 | 30 | 21 | 38 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 3497 | 1326 | 2171 | 3497 | 1326 | 2171 |
Profit Streak | 0 | 0 | 81.6208 | 0 | 0 | 81.6208 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377308 | -120095 | -267893 | -242027 | -255615 | -710803 |
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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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